Two weeks after the departure of Derek McInnes, Stephen, who was a coach with Atlanta United, was appointed to the Pittodrie post on 23rd March 2021, although the requirement for a period of quarantine due to the pandemic he could not take up his role till the 13th of April. With his past Aberdeen playing experience, and his broader experience of Scottish Football, it was anticipated that he would be well placed to hit the ground running. However, it did not work out that way.
Despite a strong start at the beginning of season 2021-2022, the team slumped to a long string of poor results and were unable to find a win in 10 matches. An improvement followed going into the winter months, but after the winter break the slump returned with the league position slipping. Stephen's last game in charge came against Motherwell in the Scottish Cup and after being knocked out of the competition the board ended his time at Pittodrie.
On 22nd December it was announced by Memphis 910 FC that they had appointed Stephen as their head coach.