Yego became interested in the javelin throw as a youth and he watched videos of athletes such as Jan Zelezny and Andreas Thorkildsen on YouTube to help with his technique. He competed in the high school regional championships in 2003. In 2006 he won the national junior title and broke the Kenyan junior record with a throw of 67 metres. More renowned for distance runners, Yego quickly ascended to the top of the Kenyan scene. He won his first national title in the javelin at the age of nineteen in 2008 and defended it in both 2009 and 2010.
He earned his first national call up in 2010 and threw a personal best of 74.51 m to take the bronze medal at the 2010 African Championships in Athletics, which was held in Nairobi. He improved his best to 75.44 m at the Kenyan Commonwealth trials. He travelled to New Delhi for the 2010 Commonwealth Games, but performed less well and ended the competition in seventh place with a best throw of 69.60 m. In 2011 he still did not have a throwing coach, due to the lack of popularity of the event in Kenya. Despite this, he won a fourth straight Kenyan title then went to the 2011 All-Africa Games and became Kenya's first ever champion in the event, throwing a Kenyan national record mark of 78.34 m. This bettered Paul Lagat's fourteen-year-old national record (78.20 m). In respect of this achievement the IAAF (the sport's governing body) gave Yego a six-month scholarship to train alongside elite javelin coaches in Europe, with the aim of preparing him for the 2012 London Olympics.
After two months of training at the IAAF-accredited centre in Kuortane, Finland, Yego returned to Kenya in April 2012 and threw a new record of 79.95 m. This was within the Olympic "B" standard for the event and gained him the prospect of becoming the first Kenyan person to compete in the javelin at the Olympics. He improved the Kenyan record at Finnish Elite Games Series event in Kuortane on July 22, 2012, Finland throwing 81.12 metres  During the London 2012 Olympics qualifying round, he broke his own national record by 69 cm, to make it 81.81m. That throw was enough to send him into the final. In 2014, Yego won the 2014 Commonwealth Games, beating 2012 Olympic Javelin champion, Keshorn Walcott, throwing a distance of 83.87m. Yego was the first Kenyan athlete to win a Commonwealth title in a non-track event.