Ally competed in five Commonwealth Games winning four medals. He represented England in the springboard and platform events, at the 1990 Commonwealth Games in Auckland, New Zealand. This was the first of his five Commonwealth Games appearances. In 1998 he was a bronze medalist in the 3 metres springboard, at the Games in Kuala Lumpur. He followed this success up by winning double silver in 2002 before going on to be the flag bearer for the English contingent in 2006 in Melbourne where he won another silver medal in the synchronized three metre springboard.