He left Venice on 18 May 1458, reached Jaffa on 18 and Jerusalem on 24 June, leaving again on 2 July, and returning to Eton late in the autumn, the whole journey having taken thirty-nine weeks.
He remained there five weeks, witnessing the ceremonies of St. Mark's day and those connected with the installation of Nicolas Moro as doge in succession to Pascale Malopero.
Wey left a remarkably detailed and interesting account of his pilgrimages, the Itineraries, formerly preserved in Edingdon monastery (not, as Aungier states, at Syon), and now in the Bodleian Library (MS. 565); it was edited with introduction and notes for the Roxburghe Club in 1857.
The manuscript begins with two introductory treatises in prose, giving information useful for travellers, much in the manner of a modern guidebook; the narratives in verse follow in a stilted metre, said to resemble Lydgate's.
Besides his itineraries, Wey wrote 'Sermones dominicales super Evangelia per totum Annum' and 'Sermones de Festis principalibus et Sanctis cum aliis multis Sermonibus generalibus'; both were formerly extant in Syon MS. Q.