As a result, he went on to play in Italy, Slovakia, and in the NBA Development League with the Tulsa 66ers, the D-League team affiliated with the Thunder.

As a senior at Bridgton Academy, Vaden averaged 26 points and 8 rebounds per game, leading the team to a 27–7 record.

He played his freshman and sophomore years at Cathedral, before leaving due to a dispute between his parental guardian and the school.

He went on to play his junior year at Pike, where he led the Red Devils to an undefeated record (29–0) and the Indiana Class 4A title.

In his freshman season, he led the Hoosiers in minutes played (980), free throw percentage (.803), and steals per game (1.55 – fifth in the Big Ten).

The season featured many memorable moments for Vaden, as he had a streak of 12 consecutive three-pointers over a three-game stretch – only three short of the NCAA record.

Another high point came in the 2006 NCAA Tournament, where Vaden hit the game-winning three-pointer to lift the Hoosiers over San Diego State in the first round.

Vaden had grown close to his coach when Davis had supported him through his father's death after his freshman year at Indiana and chose to transfer to UAB to continue playing for him.

He averaged 21.1 points, 3.5 rebounds, and 2.6 assists per game on the way to first team all-conference honors and being named the Conference USA Newcomer of the year.

He also holds the UAB career record for scoring average (minimum 25 games) entering his senior year.

[11] Before the training camp began, Vaden signed a contract with Italian second division team Aget Imola.

On April 9, 2011, after helping the 66ers win the first round of the D-League Playoffs against the Texas Legends, he was signed by the Thunder and was immediately assigned back to the 66ers.

[19] On December 13, 2011, the Thunder traded Vaden along with two future draft picks to the Minnesota Timberwolves for Lazar Hayward.