Nagy made his professional debut in the AHL playoffs later that year with the Worcester Ice Cats. Nagy played with the Blues then from 1999 to 2001, and was traded to the Coyotes with Michal Handzus, Jeff Taffe and a first round pick in the 2002 draft in exchange for Keith Tkachuk. During his time with the Coyotes, Nagy posted 3 straight 20+ goal seasons from 2001 to 2004, and notched 50 points from 2002–03 to 2005–06. However, his goal and point production would quickly decline in the latter season.