From 1924 to 1938, excavations at Apollonia were carried out, during which significant discoveries were made, including the stoa, bouleuterion, odeon, and other monuments.
There, he met François Thureau-Dangin and continued the research of Gustave Mendel on the primitive habitats and Greco-Macedonian necropolises in the region.
After the war, he visited Mount Athos and Albania, then established a dig near the monastery of Pojani at Apollonia of Illyria from 1923 to 1924.
Rey made efforts to display the discovered artifacts and to establish a museum in Fier, but this project was not supported by the government at the time.
In 1936, with the support of patriots, he converted the historic building in Vlorë, where the national government had its seat after the proclamation of independence in 1912, into an archaeological museum.