Last joined the coaching staff of Hull FC. In 2005, he led the club's under-21s side to Academy Grand Final victory.[6] He worked as an assistant coach for the first team under Lee Radford, winning back-to-back Challenge Cups in 2016 and 2017.[7]
On 12 March 2020, Last was announced as Hull's interim head coach following Radford's dismissal, with Kieron Purtill being his assistant.[8][9] Four days later, the season was suspended due to the COVID-19 pandemic, and Last would only coach his first game in August.[10][11] He guided Hull to a 6th-placed finish and reached the play-off semi-finals.[12][7] In November 2020, Hull appointed Brett Hodgson as their new head coach, with Last offered an alternative position.[13]
On 21 December 2020, Wakefield Trinity appointed Last as an assistant coach, to work alongside Chris Chester and Willie Poching.[7] Last said he opted for this role to "spread [his] wings and gain some different experiences", rather than remaining at Hull in a role "tailored to his skill-set" according to chairman Adam Pearson.[14]
On 29 September 2021, the Castleford Tigers announced the appointment of Last as assistant coach following the arrival of Lee Radford as head coach.[15][16]
On 6 March 2023, Last was appointed interim head coach of Castleford when Radford was relieved of his duties.[17][18] He took charge of six fixtures while the club held talks with candidates in their selection process. On 19 April 2023, he was named as full-time head coach on a two-and-a-half-year deal.[19] On 4 August 2023, immediately following a defeat against Huddersfield that left the Tigers at the bottom of the Super League table for the first time, Last departed Castleford.[20][21][22]
In April 2020, while interim head coach of Hull FC, Last joined the coaching staff for the England national team in the build up towards the 2021 Rugby League World Cup.[23][24]
In June 2024, Last was acting head coach for England's mid-season game against France, as head coach Shaun Wane was recovering from an ankle operation.[25] Last guided England to a 40–8 victory.[26]
In April 2026, Last became the interim head coach of Hull F.C. for a second time after John Cartwright stepped down from the role effective immediately.[27]
