She most recently played for Doncaster Rovers Belles in the FA WSL, the top division of women's football in England.

[6] In 2004 Doncaster Belles suffered an exodus of players after a financial crisis, however, Exley and Claire Utley chose to remain loyal to the club.

In explaining his decision, manager John Buckley paid his own tribute, telling the Doncaster Free Press:[14] Vicky has been a great servant to the club.

[17] In September 2004 Exley captained England for the first time, marking the occasion with a goal in a 2–1 friendly win over the Netherlands.

[20] She was allotted 113 when the FA announced their legacy numbers scheme to honour the 50th anniversary of England’s inaugural international.