Prior to his election to the House of Commons, he served for six years as mayor of Sioux Lookout in Northern Ontario.
He first campaigned for the House of Commons in the 1979 federal election, and finished a close second against Liberal candidate John M. Reid in Kenora—Rainy River.
He defeated Progressive Conservative candidate Al Lugli by 620 votes, while Reid finished third amid a national decline in support of the Liberal Party.
The Progressive Conservative Party won a landslide majority government, and Parry served for the next four years as an opposition member.
He campaigned as the New Democratic Party candidate in St. Boniface in the 2000 federal election, and finished third against Liberal incumbent Ron Duhamel.