Initially a supporter of UUP leader David Trimble, by 2004, Reilly was publicly calling for him to resign.[5] In 2007, Reilly left the UUP and then went on to join the UK Independence Party (UKIP), becoming its first councillor in Northern Ireland.[6] He was subsequently appointed as Chairman of the Northern Ireland Regional branch of the party. This grew from 80 members to more than 200 after David McNarry defected to the party in 2012; McNarry was elected as the new leader of the party in Northern Ireland, but Reilly kept the title of chairman.[7]
Reilly was suspended from UKIP in September 2015 for bringing the party into disrepute.[12][13] After a suspension of two months, UKIP's National Executive Committee formally expelled Reilly from the party in November 2015.[14][15]
After briefly sitting as an Independent, Reilly then joined the Traditional Unionist Voice (TUV) that same year, continuing to serve on the council.
He unsuccessfully contested South Down for the party at the 2016 Assembly election, polling 2,718 first preference votes (6.62%).
In November 2016, just one year after joining the TUV, he resigned from it. The reason he cited for leaving was having commenced employment with a charity which required him to be politically unaligned. Just three months later, in February 2017, Reilly began publicly supporting the DUP and formally endorsed Jim Wells in the 2017 Northern Ireland Assembly Election.[16]
Reilly was later re-elected to the council, as an independent, in 2019.