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Caray began his broadcasting career by sending a letter to the manager of KEX, expressing his belief that he could provide a better play-by-play experience than what he heard on the radio. Impressed by his enthusiasm, he was offered an audition that kick-started his career. He worked his way up from calling high school sports and summer league games, eventually refining his unique style, which included the iconic phrases "holy cow" and his signature home run call.

Throughout World War II, Caray attempted to enlist but was rejected due to his poor eyesight. He continued to hone his craft, eventually working at KX in 1944 and gaining attention for his bold and sometimes controversial commentary, particularly during the tense 1944 World Series featuring the St. Louis Browns and Cardinals.