Conroy has played for Celtic, Queen of the South, Partick Thistle on loan, Dundee, Raith Rovers, Airdrieonians, Peterhead and Broomhill.
He consistently impressed throughout his time with the Celtic youth system and ahead of the 2005–06 season, he signed his first professional contract.
[8] On 28 August 2010, Conroy joined Dumfries club Queen of the South on loan,[9] scoring on his debut in the league game against Ross County on the same day.
He became the fourth of the 2006 Scotland under-19 squad to play for the Palmerston Park club after Jamie Adams, Brian Gilmour and Scott Fox.
[13] He scored again the following week, hitting QoS' second goal (again from 18 yards) after a Derek Holmes knock down in the 3–0 home win against Cowdenbeath at Palmerston.
[19] Conroy made his debut for the club, in the first round of the Scottish Challenge Cup against Arbroath, where he provided a cross for Stephen O'Donnell, in the 92nd minute, as Dundee won 2–1 in extra time.
[23] He went on to make forty-two appearances in all competitions, scoring twelve times and during the season, Conroy reverted from playing at left-back to either left-wing or left-midfield.
In the 2012–13 season, Dundee were promoted to the Scottish Premier League to replace Rangers who went into liquidation and had to re-apply and start again in the Third Division.
[26] Manager John Brown commented about Conroy, saying: "Ryan is a really talented lad, If van Persie had hit the kind of goal he got in the derby then we would all have been raving about it.
[39] Conroy joined Scottish League One side Airdrieonians in July 2016, signing a two-year deal with the club.
[40] At the end of the 2018–19 season, he was among a group of players made available for transfer by the club,[41] and on 3 July 2019, he left Airdrieonians after agreeing a mutual termination of his contract.