He coached the Rampage for two seasons, finishing out of the playoffs in both occasions, before leaving the club and Avalanche organization following the 2017–18 season.[4]
He returned to the QMJHL as the head coach of the Halifax Mooseheads for the 2018–19 season.[5]
After a successful season, he returned to the AHL to become an assistant coach with the Syracuse Crunch.[6]
On July 6, 2023, Veilleux was hired as the new head coach of the Quebec Remparts, succeeding Patrick Roy.