Gary Crosby began his senior career at Lincoln United. In his teenage years, he had been one of the most promising players in the Lincoln area and regularly appeared for Lincoln City's youth and reserve sides.

A slight but skillful player, it was often felt his physique would prevent him turning professional. He was finally given an opportunity in the professional ranks when he joined Lincoln City on non-contract terms in September 1987. However, in a struggling team he found it difficult to make an impact and made just seven appearances for the Imps before rejoining Lincoln United. In 1988,

Gary came to the attention of Grantham Town manager Martin O'Neill while playing for the Lincolnshire County FA side and was soon signed by Grantham on a free transfer. He made just nine appearances for the Gingerbreads, scoring twice, before joining Nottingham Forest for £20,000 (a club record) in December 1987 where he went on to make 152 appearances, scoring 12 goals, during a seven year career at the City Ground.

During his time at Forest, Gary spent three games on-loan at Grimsby Town, during the 1993/94 season, before joining Huddersfield Town on a free transfer in 1994. Crosby made just 44 appearances for the club, scoring six goals. His spell at the Yorkshire club included an appearnce at Wembley in the playoff final. The 1997/98 season saw him play a handful of times for Rushden and Diamonds and he returned to Lincoln United for the start of the 1998/99 season.
His return to Ashby Avenue was to be short lived and in October 1998 he linked up with close friend Nigel Clough, joining Burton Albion as player/assistant manager.

Their first game in charge came at Grantham in an FA Trophy replay at The Meres, in which Albion won 3-0. Crosby made his debut for the Brewers in the 1-1 draw with Nuneaton Borough on 3 November 1998. The 2001/02 season saw Burton win the Unibond Premier Division title and promotion into the Conference under the Clough/Crosby management. Gary resigned from his position as assistant manager in January 2005, due to work commitments. However, following a short time out of the game Crosby returned to Burton Albion ahead of the 2006/07 season.

By Christmas of the 2008/09 season Clough and Crosby had led Burton Albion to a 13 point lead at the top of the Blue Square Conference; however, in January 2009 Clough left Burton Albion to replace Paul Jewell as manager of Derby County.

In January 2009 Crosby followed Nigel Clough to Derby County taking the position of assistant manager.