When Wesley left Baylor University in 1992, many scouts considered him too small to play as a shooting guard in the NBA, and doubted his ability to make the transition to point guard. As a result, Wesley was not selected in the 1992 NBA draft. He spent the 1992–93 season in the CBA playing for the Wichita Falls Texans, and signed with the New Jersey Nets as a free agent in 1993. He later played for the Boston Celtics, the Charlotte/New Orleans Hornets the Houston Rockets, and the Cleveland Cavaliers. Wesley dispelled the initial doubts about his ability to succeed in the NBA, averaging almost 13 points and 4.6 assists per game over a 14-year career, including ten straight seasons with double-digit scoring averages. He received praise as a tenacious man-to-man defender, and a reliable outside shooter. Wesley played in 55 playoff games and scored double figures in more than half of them. During the 2006–07 season, Wesley only played for 35 games and averaged career-lows of 2.1 points, 1.0 rebounds and 1.1 assists. He also did not play any minutes during the playoffs. On September 29, 2007, he was traded back to the Hornets for Cedric Simmons. On October 29, 2007, the New Jersey Nets reacquired guard David Wesley from the New Orleans Hornets for swingmanBernard Robinson, center Mile Ilić and cash considerations. On November 1, 2007, not even a week after the Nets signed him, he was waived. A few days later, Wesley stated he planned on ending his NBA career. His 11,842 career points rank second all-time behind Moses Malone among undrafted NBA players.
On August 6, 2012, it was announced that Wesley would join the Fox Sports New Orleans team in broadcasting New Orleans Hornets games. He was hired to be the Hornets' television color analyst.
Personal
David Wesley was charged in 2000 with misdemeanor reckless driving in the crash that killed his friend and teammate Bobby Phills. A Charlotte-Mecklenburg Police report said Phills and Wesley were speeding at more than when Phills lost control and crossed into oncoming traffic and collided with a car. The report said both Phills and Wesley were driving "in an erratic, reckless, careless, negligent and/or aggressive manner", and the men were "involved in a speed competition". In a non-jury trial, a judge acquitted Wesley of the charge of racing Phills.