After working as a local youth coach in Dundee, Cathro became the head of Dundee United's youth academy at the age of 22. During his time with Dundee United, he also worked for the Scottish Football Association's local youth programme. Gauld has cited Cathro as one of the biggest influences on his career.
Assistant manager
In 2012, he became the assistant manager of Portuguese club Rio Ave. In 2014, he followed Nuno, his manager at Rio Ave, to Spanish club Valencia, where he also became assistant manager. The two had first met at an SFA coaching course in Scotland in 2009. He resigned his Valencia post on 11 June 2015. A fortnight later, he agreed to join Premier League side Newcastle United as assistant to Steve McClaren, the recently appointed manager. When McClaren was sacked by Newcastle United in March 2016 and replaced by Rafa Benítez, Cathro was thought highly enough of to be retained as assistant manager.
Cathro was appointed head coach of Scottish Premiership club Heart of Midlothian on 5 December 2016. The appointment caused some debate within Scottish football. Kilmarnock player Kris Boyd questioned whether such a young manager, with limited playing experience, could command the respect of the squad. Hearts performed poorly in the second half of the 2016–17 season, winning 5 of 22 league games after Cathro was appointed. They fell to fifth place in the league and were knocked out of the 2016–17 Scottish Cup by their Edinburgh derby rivals Hibernian. After Hearts failed to qualify from the 2017–18 Scottish League Cup group stage, Cathro was sacked. Celtic manager Brendan Rodgers said that there appeared to be a "confused" approach at Hearts, with a mismatch between the style of play Cathro wanted to implement and the type of players signed by the club. After Cathro left, Hearts interim managerJon Daly and player Cole Stockton claimed that the physical training under Cathro had lacked intensity.
Wolves
After almost a year out of football, Cathro was appointed first-team coach at Wolverhampton Wanderers in June 2018. He linked up again with Nuno, who Cathro worked with in Portugal and Spain.
