Wall began his playing career in Ireland for Dungarvan United as a youth player.  From there he played for Mickleover RBL and then Derbyshire County Youth Team, Wall got his start in coaching with Derby County Center of Excellence U-14s. While Coaching for Derby County, the England native  earned his first coaching license in September of 1998.  Next, Dave played adult semi-professional at Burton Albion.  At the age of 21, Wall then moved back to Ireland and signed on to play professionally for Limerick City and helped guide the squad to the League of Ireland National Championship in 1990. He played two seasons for Limerick City before moving to the United States.

In 1994, he moved to the U.S. and began to work with the Maple Grove (Minn.) Soccer Club. While with Maple Grove, Wall was involved in the training and coaching of youth players within the organization.  He signed professionally for the second time in 1997, inking a contract to play with the Minnesota Thunder in the USL A-League. During his five seasons with the team, Wall helped the Thunder to a runners-up finish in 1998 and the A-League championship during the 1999 season. The team captured two regular season crowns and finished runner-up once during his five season with the team.  After concluding his playing career, Wall continued his stay with the Minnesota Thunder as their director of development. He was the head coach for the Twin Cities Tornados of the PDL. After leaving the Thunder program, he took a post with the Tonka United Soccer Association in Minnesota as the Director of Development for the local club organization.

Along with his coaching experience, Wall holds his United State Soccer Federation A-License, the NSCAA Advanced National and National Level 3 Goalkeeping Licensures.