He played Premier League football for Tottenham Hotspur and Norwich City, represented Northern Ireland and spent almost 20 years inside professional football. After retiring, he studied psychology, became the first Premier League footballer to qualify with a master's degree in the subject and went on to work in performance psychology, including with Premier League players and at Crystal Palace.
So when McVeigh talks about the mental demands of professional football, he is drawing on both experience and academic study.
And one former Tottenham teammate has stayed with him for decades.
Rory Allen was, according to McVeigh, the best striker in the Spurs youth team. He also happened to be a player who repeatedly told his teammates that he hated football.
"Rory was our best striker, without a shadow of a doubt," McVeigh told Football Presse. "He was unbelievable. He used to say all the time, 'I hate football'. We used to laugh about it because we were kids and we couldn't understand it. We were all desperate to be professional footballers and this guy was the best player in the team and he was saying he hated football.
"Then he got into the reserves before me, got into the first team before me and made his debut against Manchester United at White Hart Lane. I was in the stand watching it and all of us were buzzing because our mate was making his debut. He scored the equaliser and we were all thinking, 'This is unbelievable.'"
Allen's success had an effect on McVeigh himself. The younger player had arrived at Tottenham feeling overwhelmed by the standard around him, and watching Allen make the step into the first team helped convince him that he could do it too.
"I remember thinking, 'If he can do that, so can I'. He was better than me, but he wasn't that much better than me. So suddenly this thing that I thought was impossible became attainable. Within a few months I was making my own first-team debut.
"But the thing that has always stuck with me about Rory is what happened afterwards, because he was someone who had everything you would think a young footballer would want. He had the ability, he got into the first team, he scored against Manchester United and then he got a £1 million move to Portsmouth."
Allen's career appeared to be heading exactly where a young professional footballer's career was supposed to go.
Then it stopped.
"About four months after he went to Portsmouth, he just stopped going to training. He didn't want to play football anymore. He basically disappeared from professional football. I remember seeing a picture of him in Australia watching England play cricket. This is a guy who had just been bought for £1 million and was supposed to have this incredible career, and suddenly he wasn't interested in football anymore."
McVeigh is careful about what he reads into Allen's decision.
"I don't know what was going on for Rory. I wouldn't want to speculate about that. But it made me realise that just because you're good at football doesn't necessarily mean you want to live the life of a professional footballer.
"Football is an incredibly demanding environment. From the outside, people see the money, the stadiums, the Premier League, the television, all of the things that come with being a professional footballer. But they don't necessarily see what the player has to give up to get there or what it takes to stay there."
Allen's decision was not simply a case of a promising footballer disappearing into the unknown. He eventually built a career far removed from professional sport. According to a 2025 report, Allen, now 48, works in the UK Civil Service and has had an international career that included Foreign Office postings in Portugal and Colombia.
The extraordinary detail remains that when he walked away from Portsmouth, he was already on his way to Australia to watch the Ashes.
For McVeigh, the story illustrates something that statistics, scouting reports and transfer fees can never explain.
"The pressure is relentless. You're constantly being judged. You're constantly being measured. Every week you've got to perform. You can't just decide that you're not going to have a good day because you're feeling a little bit off. If you take five seconds off tracking your man at Anfield, that five seconds can mean he's 50 yards away, it's two against one and you've conceded a goal.
"You're effectively running a marathon every day for 20 years. That's what makes the consistency of someone like Messi, Ronaldo, Kane, Mbappe or Bellingham so extraordinary. It's not that they can do something brilliantly once. It's that they can keep producing at that level under that pressure, week after week, year after year."
The problem, McVeigh believes, is that football can also teach players to hide what they are feeling.
"One of the things you learn very quickly as a footballer is that you've got to be able to put things away. You've got to be able to move on. You lose on Saturday, you've got another game coming up. You make a mistake, you've got to get on with it. You don't necessarily have time to sit there and process everything you're feeling.
"And I think sometimes footballers become very good at building walls. You bury things because you've got to go back out there and perform. You don't want to be the person who is showing everyone that you're struggling, particularly when you're in an environment where everybody is fighting for their place."
That is why Allen's story has remained in McVeigh's mind.
He wasn't a player who couldn't make it. He was a player who had made it.
"He was the best striker in our youth team. He made his debut against Manchester United. He scored. He got a £1 million move. If you'd asked any young footballer what they wanted their career to look like, you'd probably have described exactly what happened to Rory.
"And yet he walked away from it.
"Football can give you incredible experiences, but it can also demand an awful lot from you. We have to remember that there's a person underneath the footballer. Sometimes that person might decide that they don't want the life anymore, and that's something we have to understand rather than simply looking at the player and asking why they aren't performing."