[1] Conroy was born in Sydney,[2] however he moved to the Central Coast of New South Wales when he was a year old.

[citation needed] His parents were "union delegates throughout their lives and long-time Labor activists".

He joined the ALP in 1994 and served as a state and federal vice-president of Australian Young Labor from 2003 to 2004.

Prior to entering parliament, he worked as an electorate officer for Anthony Albanese (2000), an industrial/policy officer with the CFMEU's forestry division (2000–2002), a policy adviser to George Campbell (2002–2004), national economist to the Australian Manufacturing Workers' Union (2004–2008), and as principal policy adviser (2008–2011) and deputy chief of staff (2011–2013) to Greg Combet.

After the election he was appointed to Bill Shorten's shadow ministry as an assistant minister for the portfolios of infrastructure and climate change and energy.