[6] On 9 November 2010, Dempsey joined Molde as part of new manager Ole Gunnar Solskjær's backroom staff.
[7] He followed Solskjær to Cardiff City in January 2014 as part of a new-look backroom staff after the sacking of Malky Mackay.
[10] On 29 December 2016, Molde announced that Dempsey had returned to the club as an assistant manager, working alongside Erling Moe, on a 2+1⁄2-year contract.
In 2019, whilst Manchester United were on their pre-season tour of Australia, Dempsey was struck ill and was admitted to hospital.
In 2022, he was part of the coaching team that successfully guided Norway's U21s to qualify for the European U21 finals in Romania and Georgia in the summer of 2023.