He was brought to England by Peter Taylor at Leicester City, where he made eight FA Premier League appearances. He had spells on loan at Stockport County, Huddersfield Town and Mansfield Town. Whilst at Stockport, he scored his first career goal in a match against Rotherham United. Taylor later made Delaney his first signing for Hull City, on 16 October 2002, for a fee of £50,000.
