Born in Port Talbot, O'Leary began his career as a trainee at Swansea City, having signed for the club as a schoolboy at the age of 14 in 1992.
Having made over 300 appearances for Swansea City in a spell lasting nearly 15 years, O'Leary left the club by mutual consent on 2 February 2010.
[6] On 26 March 2010 he signed an initial one-month contract with the club with a view to a longer deal,[7] making his debut the following day in a 3–0 win over Histon.
On 9 December 2015, O'Leary left his position at Swansea City, along with Pep Clotet and James Beattie, following the sacking of manager Garry Monk.
[12] In March 2018, O'Leary was appointed Head Coach of the newly formed NSPL side Atlantic City FC.