Sesay starred at University of Mississippi, where he was named first-team all-SEC during both his junior and senior seasons and was the SEC's player of the year during his senior year.

Sesay was selected 30th overall by the Dallas Mavericks in the 1998 NBA Draft. After the NBA's lockout ended, he tore his ACL during a condensed training camp and spent the entire 1999 season on the injured list. He then spent the 1999-2000 season in the CBA, playing 54 games for Rockford, where he averaged nearly 12 points and five boards per game.

The Mavericks invited Sesay back to camp in 2000 but early in the preseason was dealt along with guard Dana Barros to Detroit for forward Loy Vaught. The next day, the Pistons released Sesay, and he returned to the CBA, playing 13 games for Quad City and finishing with averages of 10.5 points and 5.6 rebounds per game.

He signed for a brief period in training camp with the Los Angeles Clippers on 28 September 2001, but did not see any official playing time with the team. He was cut after playing in just one game and was subsequently the second-round pick of the NBDL's Greenville Groove in the league's supplemental Draft. Playing for the NBDL's best team, Sesay displayed a multitude of talents and was one of the league's leaders in several categories, including scoring, rebounding, and assists. He was named first-team all-NBDL and the league's inaugural MVP, but the highpoint of Sesay's season had to be when he was called up on a 10-day contract by the Seattle SuperSonics on 29 March 2002 as injuries ravaged their roster. Though Sesay was expected to just be a warm body, he joined the team's rotation the next night in a win over the Portland Trail Blazers a night later, playing 12 minutes and scoring seven points in his NBA debut. Three nights later, still less than a week from the NBA's minor league, Sesay was playing 28 minutes against the Houston Rockets and was on the court down the stretch. Throughout the rest of the month, Sesay played intermittently as the Sonics clinched a playoff berth. When the second season started, the return to health of forwards Rashard Lewis and Vladimir Radmanovic put Sesay on the bench for only garbage minutes in the series' first games. After Lewis went out again midway through game three, Sesay became a key part of the team's game four rotation. His eight rebounds in 26 minutes helped out a 91-79 victory which forced a deciding game five.

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