After his playing career ended, Pelphrey became as an assistant coach under Eddie Sutton at Oklahoma State University.Pelphrey and his fellow freshmen, Richie Farmer, Deron Feldhaus and Sean Woods, stayed with the program despite the sanctions, and entered UK lore during their senior season in 1991–92.Pelphrey and the other three seniors, as undisputed team leaders who showed their loyalty to UK during some of the program's darkest hours, would forever be known by Wildcats fans as "The Unforgettables" (a name given to them by Coach Pitino).[2] After leaving Kentucky, Pelphrey failed to get drafted in the NBA and spent a short time playing professional basketball in France and Spain before joining his former coach Eddie Sutton's staff at Oklahoma State for the 1993–94 season.[1] Pelphrey joined Billy Donovan's staff at Marshall for two years and was instrumental in the resurgence of the Thundering Herd program.Pelphrey's Razorback team then responded with back-to-back home wins against two ranked opponents, defeating Mississippi State and also Florida, coached by one of his mentors and dear friend, Billy Donovan.The Razorbacks lost in the championship game to underdog Georgia, but rebounded to defeat Indiana 86–72 in the opening round of the NCAA tournament.On December 30, 2008, Pelphrey earned his biggest upset as coach of the Razorbacks up until that point by beating #4 ranked Oklahoma in Bud Walton Arena, 96–88.On January 6, 2009, Pelphrey followed that victory up with a huge win over one of Arkansas' archrivals from its Southwest Conference days, the #7 ranked Texas Longhorns, 67–61.The six-game slide is the longest in the history of University of Arkansas basketball to end a season with, and dropped the Razorbacks to 14–18.Despite having signed a highly regarded recruiting class, on March 13, 2011, Pelphrey was fired as head coach at the University of Arkansas.