Dury began his career as amateur player in the lower football classes of Hulste Sport (1971–1981). He was very successful as coach, primarily with Zultse VV and later on with the merger team SV Zulte Waregem. After earlier training experiences at the teams of Harelbeke (in which he trained the Second team), Beveren-Leie, SKS Ronse and RC Doornik he started his training career in 1990 as trainer of Zultse VV in the First provincial series (1991), fourth national series (1994 and 1999), 3d national series (2002) and 2d national series (2005). After the championship in the Second national series he graduated with his team to the First National series.
As from 2001 until half-2010, Dury was the trainer of football team S.V. Zulte Waregem, in which he could graduate to the First national series (the Jupiler League in Belgium) in 2004–2005. Already in his first season in the highest division he won the Belgian Cup (Beker van België), which yield Zulte-Waregem European football. After his election as trainer of the year 2005–2006, he was elected as West-Flemish personality of the year by the watchers of the regional television chains Focus and WTV in 2006. It is quite remarkably how long his contract with Zulte-Waregem lasted, as a commitment to one single football squad is rare in football. Dury mentioned several times that Belgian top teams have no good policy and declared in this way that he and the president, with the help of the manager determined the policy of the team. In August 2009 Dury became, next to his job as coach of Zulte-Waregem, also the assistant of Frank Vercauteren, the coach at that time of the national Belgian team. In June 2010 rumours were confirmed that Dury would have contract talks with KAA Gent to become the new coach over there, which was confirmed at the 10. June, the date on which the transfer became official.
On 14 May 2011, the Belgian press reported that Dury's contract would be terminated after Gent's final match of the season, against Club Brugge. Despite finishing the regular season in third place, Gent had failed to win any of their first nine playoff matches (out of ten in total), and they could only finish in 5th or 6th place, with no hope of qualifying for European competition for 2011–12. After half a year working for the Royal Belgian Football Association as head coach of the Belgium U-21, he was hired again by Zulte Waregem as head coach in the last week of 2011.