However, he spent three years at St James' Park without making a first team appearance, being backup to long time goalkeepers Shay Given and Steve Harper.
He spent a short loan spell at Barnsley and in 2006 he signed for USL First Division club, Vancouver Whitecaps in Canada on 13 April 2006.
[4] The SPL had initially objected to Gretna signing Caig because he had still been under contract with Vancouver at the closure of the summer 2007 transfer window.
[4] Caig played nine times for Gretna in the league and cup in a short spell and also served as a goalkeeping coach.
Due to Onstad's injury, Caig played again on 9 April in the 2008 CONCACAF Champions' Cup semi-final 2nd leg against Costa Rican club Deportivo Saprissa, Caig then played other MLS and Concacaf Champions league games before returning to the UK at the end of that MLS season.
Carlisle then entered negotiations with Workington to allow Caig to combine his coaching duties with serving as an understudy to current first choice goalkeeper Adam Collin.
Caig's contract was terminated once Bury were expelled from the English Football League, he then took up a position as a goalkeeping coach of Scottish Premiership club Livingston.
[7] He initially stayed with the club after Martindale was appointed manager on a permanent basis, but left Livingston in May 2021 to focus on coaching work with the Scottish Football Association.