Cepeda began his coaching career as the pitching coach for the Missoula Osprey in 2003 and 2004.[2] He spent the 2005 though 2007 seasons as South Bend's pitching coach.[3] Cepeda spent the 2008 and 2009 seasons as the pitching coach of the Visalia Oaks / Visalia Rawhide. He returned to South Bend as pitching coach for the 2010 through 2013 seasons.[4] He spent the 2014 and 2015 seasons as the Mobile BayBears pitching coach.[5] In 2019, Cepeda was the manager of the AZL Diamondbacks.[6]
Miami Marlins
Cepeda was hired as the Miami Marlins' bullpen coach following the 2019 season.[7] On October 2, 2024, Cepeda was fired alongside the entirety of the Marlins coaching staff.[8]
Arizona Diamondbacks
On November 28, 2024, Cepeda was hired to be the new bullpen coach and assistant pitching coach for the Arizona Diamondbacks.[9]