He served as the caretaker senior coach of the Greater Western Sydney Giants following the resignation of Leon Cameron in 2022.

In the next 3 seasons McVeigh was a stand out performer for Essendon, with a high disposal & efficiency rate he was one of the club's main contributors and eventually was to become a part of the Leadership group and a role model to his younger rookies.

[17] McVeigh attracted some criticism from the media after calling out his team's performance against Sydney in Round 20, 2022[18] but with a mostly unchanged side they would defeat his old club Essendon by 27 points the following week.

At the end of the 2022 season, McVeigh was not retained as the senior coach of the GWS Giants and was replaced by Adam Kingsley.

[22] Mark also had a niece, Luella (the daughter of Sydney's Jarrad McVeigh), born on 25 July 2011 but she died from heart complications barely a month later.

Following Essendon's seven-point victory over Port Adelaide, its first over the side since 2004, Mark 'blew a kiss towards to the heavens' in her memory.

[23] On 12 January 2016, McVeigh was named as one of 34 past and present Essendon players found guilty over their use of illegal supplements during the 2012 AFL season.