On July 5, 2016, Vey signed a one-year, two-way deal as a free agent with the Calgary Flames.[2] Vey was assigned to Calgary's AHL affiliate, the Stockton Heat, to begin the 2016–17 season. As the team's top scorer, he scored 55 points in 61 games but was limited to just four scoreless games in his recall to the Flames.
On July 2, 2017, Vey signed a contract abroad, agreeing to a one-year deal with Kazakh-based club Barys Astana of the Kontinental Hockey League (KHL).[3] Despite scoring 52 points in 50 games, Barys Astana missed the playoffs. As a result, Vey was granted his release and signed with ZSC Lions of the Swiss National League (NL) on January 18, 2018.[4] He played out the remainder of the season with the Lions, helping retain the Swiss championship.
On May 3, 2018, Vey opted to return to the KHL, signing a two-year contract as a free agent with CSKA Moscow.[5] In his first season with CSKA, Vey contributed with 31 assists and 43 points in 56 regular season games. He compiled 10 points in 18 playoff games to help CSKA claim the Gagarin Cup.
At the conclusion of his contract with CSKA, Vey signed as a free agent to a two-year contract with SKA Saint Petersburg, on May 16, 2020.[6]
On May 5, 2023, Vey left Astana and the KHL at the conclusion of his contract and signed a one-year contract with German club, Adler Mannheim of the DEL.[7]
On June 5, 2016, Vey's father, Curtis and his mistress, Angela Nicholson, were convicted of conspiracy to commit murder.[8] The targets of the plot were Vey's mother, Brigitte, as well as Nicholson's husband. They were acquitted after a retrial in May 2019.