He then played in Germany for Werder Bremen and Borussia Dortmund, making 107 total Bundesliga appearances, before a move to Sevilla in 2021.

Delaney started playing youth football at Kjøbenhavns Boldklub, the reserve team of Danish club Copenhagen.

After playing the first half of the 2008–09 season in the KB youth team, he was a part of the FCK squad in the Danish Cup that campaign.

He made his official debut in the first leg of the semi-finals against Nordvest FC in April, where he substituted Hjalte Nørregaard in the middle of second half.

[3] In the return leg two weeks later Delaney was among the starting eleven playing the first 60 minutes before he was substituted with Şaban Özdoğan.

He scored on his continental debut on 22 July 2009, playing the full second leg in Copenhagen's Champions League second qualifying round victory over FK Mogren.

[7] In the following season, he became a regular starter in his favorite position, including UEFA Champions League matches against Juventus, Real Madrid and Galatasaray.

[13][14] On 18 February 2017, he scored his first goal for the club, a free kick, in Werder Bremen's 2–0 win away to Mainz 05 before being stretchered off the pitch with a suspected concussion.

[21] On 22 August 2023, Delaney joined Belgian Pro League club Anderlecht on a season-long loan with an option-to-buy.

Delaney made his debut for the senior national team on 15 October 2013 in a 2014 FIFA World Cup qualification match against Malta.

[26] Delaney scored his first international goal on 1 September 2017 to open a 4–0 home win over Poland in 2018 FIFA World Cup qualification.

[33] Delaney also has Irish roots through his paternal great-grandfather who moved from Ireland to the United States in the 19th century during the Great Famine.