Wesley attended the State University of New York at Albany followed by Cornell Law School, receiving a Bachelor of Arts degree in 1971 and Juris Doctor in 1974, respectively.

He entered politics as a Republican, and was assistant counsel to the minority party in the New York State Assembly from 1979 to 1982.

He was an associate justice of New York Supreme Court, Appellate Division, Fourth Judicial Department from 1994 to 1996.

[1] On March 5, 2003, President George W. Bush nominated Wesley to the Second Circuit in order to fill the seat vacated by Judge Pierre N. Leval, who assumed senior status.

[1] Wesley along with José A. Cabranes and Raymond Lohier were present to a case brought by police auditor Sean Paul Reyes (Long Island Audit) to a Preliminary Injunction concerning recording inside the lobby of police precincts in New York.