While playing for Instant-Dict in the Hong Kong league, he played three matches for the Hong Kong League team in the Dynasty Cup. As the Hong Kong team consisted of top players in the local league, including foreigners such as O'Shea, it was not an official match of the Hong Kong FA.
On 21 February 2008, Grays Athletic appointed O'Shea as a senior coach to assist Micky Woodward and Gary Phillips with fitness and tactics. On 15 September 2008, he was appointed as manager after chairman Micky Woodward stepped down, but held the post only until the arrival of Wayne Burnett as manager two weeks later.
He moved from Grays to take the position at Croydon Athletic. Under O'Shea, the Rams were promoted to the Isthmian League Premier Division. O'Shea resigned from Croydon on 4 September 2010, after the team's owner Mazhar Majeed was alleged to have been involved in spot fixing in Pakistancricket matches, resulting in HM Revenue and Customs officials investigating the club. On 25 October 2010, O'Shea was appointed first-team manager of Lewes. He left at the end of the 2010–11 season after Lewes were relegated.