On 21 June 2011, Conway confirmed that he had agreed terms with Cardiff City and that he would have a medical within the next couple of days. Conway completed his move and signed a three-year contract with the Bluebirds on 23 June 2011. He made his debut in a 1–0 win over West Ham United on the opening day of the Championship season. Conway scored his first goal for Cardiff the following game against Oxford United in the Football League Cup. He then followed up his goal against Oxford with another goal against Bristol City in the league just four days later. Conway's third came as the winning goal against Huddersfield Town, putting the Bluebirds through to the third round of the League Cup. He made his 250th career appearance in a 2–0 win over Crystal Palace on 5 November. Conway was an unused substitute at Wembley in the League Cup Final. In April 2012, Conway was selected for the match against Watford, but was taken off with 32 minutes played following a tackle made by Jonathan Hogg, which resulted in an ankle injury and ended his season, four games early.