The 1982/83 saw Harry take up his first major coaching role as assistant manager at Bournemouth. He became the manager of the side in 1983 and saw Bournemouth win the Third Division title in 1987. He left Bournemouth at the end of the 1991–92 season and was appointed assistant manager to Billy Bonds at West Ham United. He was later appointed the manager and helped establish the club's position in the Premier League. In 2001 he left West Ham and joined Portsmouth as Director of Football. He became manager in 2002 helping them win the Division One title and gaining promotion to the Premier League.
He resigned from Portsmouth in 2004 and moved to neighbouring team Southampton as their new manager. However, his time at Southampton was short lived and he returned to Portsmouth in 2005. During his second spell with the team he enjoyed considerable success including winning the FA Cup in 2008.
Harry went on to manage London club Tottenham Hotspur between the years of 2008 and 2012. He is now available as an after dinner speaker.