He played in Major League Baseball (MLB) for the New York Yankees, Detroit Tigers, Chicago Cubs, Toronto Blue Jays, and Pittsburgh Pirates.

In 2008, Coke made his Double-A debut with the Trenton Thunder, going 9–4 with a 2.54 ERA in 23 games (20 starts) and was an Eastern League All-Star.

[5] He soon became a coveted prospect and was very nearly traded to the Pittsburgh Pirates in a package for Damaso Marte and Xavier Nady.

Coke made his major league debut on September 1, 2008, for the Yankees, against the Detroit Tigers, with a scoreless inning and strikeouts of Curtis Granderson and Miguel Cabrera.

[9] Coke was included on the team's playoff roster[10] and won a World Series ring after the Yankees defeated the Philadelphia Phillies in six games.

[11] Coke's first season in Detroit proved to be successful, as he finished 2010 with a 3.76 ERA (his career best to date) with 17 holds and two saves in 21 hold/save situations.

After the season, Tigers general manager Dave Dombrowski confirmed that Coke would not return to the rotation the next year.

Pressed into duty as the team's closer after José Valverde surrendered seven runs in his previous two appearances, Coke pitched two shutout innings in Game 2 of the 2012 ALCS against the Yankees to earn a save.

[16] He then saved Game 3 by striking out Raúl Ibañez on a 3–2 slider to preserve a 2–1 victory after allowing back-to-back two-out singles.

[17] In Game 4, Coke pitched two perfect innings to finish off the Tigers' 8–1 win over his former team and send Detroit to the World Series for the first time in six years.

[18] In the 2012 World Series against the San Francisco Giants, Coke struck out a record-setting seven consecutive batters in 3+1⁄3 innings.

[20] Coke finished the 2012 Postseason allowing one run in 10+2⁄3 innings (0.84 ERA) and striking out 13 batters, setting a Tigers record.

On August 20, the Tigers demoted him to Triple-A and promoted left-handed pitcher José Álvarez to the major league roster.

[24] Coke was added to the Tigers roster for the American League Championship Series against the Boston Red Sox.

On March 7, 2015, Coke signed a minor league contract with the Chicago Cubs, receiving a non-roster invitation to spring training.

[31][32] On May 30, 2015, Coke signed a minor league contract with the Toronto Blue Jays, and was assigned to the Triple-A Buffalo Bisons.

[35] He took the mound for the first time with Toronto on June 14, pitching two scoreless innings in a 13–5 win over the Boston Red Sox.