McCloskey turned professional in March 2005 on the undercard of a bill that included Eamonn Magee and Neil Sinclair at the King's Hall, Belfast.

After beating Nigel Wright on points in July 2008,[7] he fought Colin Lynes on 5 December 2008 for the vacant British light-welterweight title.

On 13 March, McCloskey retained his British light-welterweight title in emphatic fashion with a fourth-round stoppage of Dean Harrison in Widnes.

McCloskey won the vacant European light welterweight title on 6 November 2009, when he defeated Spanish boxer Daniel Rasilla after original opponent and champion Mbaye withdrew due to injury.

He was defeated by Amir Khan at the Manchester Evening News Arena on Saturday 16 April 2011 when the fight was stopped in the sixth round.