Volesky was born in Henderson, Nevada and played at the University of Denver in 2011 before transferring to Southern Illinois University Edwardsville (SIUE) for the 2012-2014 seasons. He amassed 73 appearances and scored 29 goals during his collegiate career. In the summer of 2014, Volesky played for USL PDL club FC Tucson and scored three goals in six appearances. In 2015, he joined USL-side Rochester Rhinos and led the team with eight goals on route to the 2015 USL Championship. Volesky finished the 2016 campaign as Rochester’s leading goal scorer for the second season in a row with 12 goals in all competitions.