After paying his dues as an assistant coach for the Algonquin College men's soccer team from 2001 to 2003 where he won the provincial and national championship in 2002, Stephen O'Kane was named head coach of the Thunder in 2004. The team won four consecutive provincial championships (2004-2007) and went on to the national Final Four in all four years, winning the championship in 2006 outscoring their opposition 16-1.

O'Kane's overall record as Algonquin's head coach was 38 wins, three losses and one tie. In 2008, O'Kane left Algonquin and went on to become the head coach of the Ottawa Fury, a local Premier Development League team for two more seasons. His first season saw his team finish with a 9-4-3 record, missing the playoffs on a tie-breaker.

The 2009 season was significantly better as the Fury went undefeated finishing 12-0-4, winning the Northeast Division title.