Now with the Twins -- his eighth team -- Mahay has finally gotten his chance on the biggest of stages.
"This is what you dream about doing," Mahay said. "This is a childhood dream. It's a dream come true for me."
The 38-year-old Mahay was acquired by the Twins in late August and made 16 regular-season appearances for Minnesota. He's also been on the hill in both of the Twins' playoff games against the Yankees. Mahay pitched a scoreless inning in Wednesday's 7-2 loss, and retired Hideki Matsui with two on and two out in the sixth inning in Friday's 4-3 loss.
"[The Yankees have] an All-Star lineup, [Nos.] 1-9, as well as you've got a few more All-Stars on the bench behind them," Mahay said. "It's not like your day's done once they pull a guy out."
Even after 13 seasons in the Majors and all the games he's pitched in, nothing quite prepared Mahay for his postseason debut, a game in which the veteran admitted he was nervous.
"I was anxious, excited -- just every emotion that would go through your body at that time," Mahay said. "My wife was there, family was there. ... I didn't think about it until after the fact that it was my first postseason. After the fact, it was just a relief."
"He's kept himself under control," Twins pitching coach Rick Anderson said. "He's come in and got outs. For being his first time in the postseason and pitching in Yankee Stadium, he's been great."
The closest Mahay came to playoff baseball prior to this season came in 1998, his second year in the league. Boston made the playoffs with a 92-70 record, but Mahay was left off the postseason roster.
In the seasons that followed, Mahay often found himself on clubs that never came close -- such as the Cubs in 2002, who ended the year 67-95, or the '03 Rangers, who finished 20 games under .500.
"You can kind of see it as the year goes on that your team's not going to be in the postseason," Mahay said. "When it gets to that point, you obviously know it's not going to go to that next level. Then again, you turn it up and play for the next year, because that's what it's going to come down to -- especially if you don't have a contract."
Things seemed to be headed that way again for Mahay this year, as his Royals club started strong but faded fast. But when he was traded from a Kansas City team nearly 20 games out of first to a Minnesota club chasing Detroit from just a few games back, the postseason was in his sights.
Thanks in large part to a remarkable month of September, Mahay and the Twins now find themselves playing in the postseason -- albeit in an 0-2 hole against the Yankees.
"It's something that you really can't explain," Mahay said. "It's quite a feeling to actually go through this, being in stadiums that are just jam-packed. ... We're on the biggest stage of our career. It's an awesome feeling."
Mahay was a big part of Twins' late-season push to overcome the Tigers for the AL Central crown, a run capped by a wild 12-inning win in Game 163 on Tuesday at the Metrodome.
Mahay and his wife chose not to pull their kids out of school back home in Arizona to make the trip to New York to see him pitch in the playoffs. But Mahay said he would have rather they were in attendance for Tuesday's regular-season finale at the Metrodome.
"If anything, I would have liked them to see the last game here, 163," Mahay said. "That was a game that I don't think anybody will forget."
While that thriller propelled Minnesota into the playoffs, it entered as a heavy underdog. Now trailing New York, 0-2, in the series, things don't get any easier.
"It would shock the world, and it would shock everybody who I get texts from, because they want us to beat them," Mahay said. "It would be an incredible, incredible series to bring Game 5 back to New York."