Coffey was born in Green Bay, Wisconsin. A 1999 graduate of the Yale School of Drama, he has originated roles on Broadway, off-Broadway and regionally in numerous world premieres including Gina Gionfriddo's Can You Forgive Her? at the Huntington Theater Company, directed by Peter DuBois, Richard Nelson’s Frank's Home, directed by Robert Falls (Playwrights Horizons, NYC, Goodman Theater, Chicago, IL), Richard Nelson's How Shakespeare Won the West (Huntington Theater, Boston, MA) and working alongside Arthur Miller in his penultimate play, Resurrection Blues, directed by Mark Lamos (Old Globe Theater, San Diego, CA). Coffey made his Broadway debut in the play Bronx Bombers, as Joe DiMaggio at the Circle in the Square after originating the role Off-Broadway at Primary Stages.