Boston Red Sox

Mahay was drafted as an outfielder in the 18th round of the Major League Baseball Draft in 1991 by the Boston Red Sox out of South Suburban College, a junior college in South Holland, Illinois, where he both pitched and played center field. When the 1994–95 Major League Baseball strike lasted into spring training the following year, Mahay was one of the replacement players called up by the Red Sox. As a consequence, Mahay (and all other 1995 replacement players who later made the big leagues) is not eligible for membership in the Major League Baseball Players Association.^[2]

Mahay made his Major League debut with the Red Sox on May 21, 1995, as an outfielder, and appeared in five games, batting .200 with four hits in 20 at-bats, including two doubles and a home run. He was returned to the minors after a month. In 1996, Mahay moved from the outfield to the pitching mound where he spent the off-season with the Gold Coast Cougars in the Australian Baseball League perfecting his adaptation to pitcher. He returned to Boston for the latter half of 1997, but was waived after the 1998 campaign.

Oakland Athletics

The Oakland Athletics claimed him off the waiver wire, and he appeared in six games for the A's in 1999 and 5 in 2000, including three games as a starter.

Florida Marlins

He was purchased by the Florida Marlins in May 2000 from the Athletics. While pitching for the Marlins, Mahay recorded his last two Major League hits, a single and a double, in four at-bats. He appeared in 18 games with the Marlins, and recorded a 6.04 ERA.

San Diego Padres

He signed with the San Diego Padres as a free agent in November 2000 but was released on May 15, 2001, after appearing in 14 games with the Portland Beavers in AAA.

Chicago Cubs

Mahay signed with the Chicago Cubs on May 19, 2001, Over the next two seasons he was 2–0 with an 8.59 in 11 appearances with the Cubs.

Texas Rangers

Mahay signed with the Texas Rangers in December 2002, and started the 2003 season with the Triple-A Oklahoma RedHawks. In June of that year, he was called up to Texas, and remained with the big league club almost exclusively until his tenure with the Rangers ended. 2004 was a career year for Mahay, as he notched a career-highs in appearances (60), ERA (2.55) and strikeouts (54). He was one of the mainstays of the Rangers' bullpen from 2003-2007, especially in the 2005 and 2006 seasons, as Mahay (along with C. J. Wilson) was one of only two regular left-handed relievers on the Rangers' roster.

Atlanta Braves

On July 30, 2007, Mahay was traded along with Mark Teixeira to the Atlanta Braves for Elvis Andrus, Beau Jones, Neftalí Feliz, Matt Harrison and Jarrod Saltalamacchia. In his Braves debut, he tossed a scoreless eighth inning in a 12–3 rout of the Houston Astros. He earned his first win as a Brave on August 11, 2007, against the Philadelphia Phillies. He finished the season 3–0 with a combined 2.55 ERA.

Kansas City Royals

After the 2007 season, Mahay reached an agreement on a two-year, $8 million contract with the Kansas City Royals.

Minnesota Twins

On August 28, 2009, Mahay signed with the Minnesota Twins as a free agent, after being released by the Royals.

At the end of the 2009 season, Mahay became a free agent. He signed a minor league contract to rejoin the Twins during 2010 spring training. He returned to the majors on April 15, 2010.^[3]

Los Angeles Dodgers

On February 3, 2011, he signed a minor league contract with the Los Angeles Dodgers, that included an invite to spring training. He was unable to win a spot on the Dodgers major league roster and was released on March 26.

Arizona Diamondbacks

Mahay signed a minor league contract with the Arizona Diamondbacks on April 8, 2011,^[4] but was released on May 13.^[5]

St. Louis Cardinals

He signed a minor league contract with the St. Louis Cardinals on July 5, 2011, and was assigned to the Triple-A Memphis Redbirds.^[6] He elected to become a free agent on August 12. He made 12 appearances for Memphis, recording a 1.64 ERA and a 1.000 WHIP.^[7]

Cincinnati Reds

On January 13, 2012, Mahay signed a Minor League contract with the Reds but was released on May 11 after posting a 4.50 ERA in only 18 innings of work.

On January 27, 2013, Mahay officially announced his retirement from baseball. At the time of his retirement, Mahay was the last active replacement player from the 1995 spring training.^[8]