Born in Kawempe Kampala, Sekagya started his senior career with Kampala City Council in 1997, before moving to Argentina in 2001 to try and make a career in football. His first Argentine club was Atlético de Rafaela in the Primera B Nacional. In 2002, he moved to Ferro Carril Oeste in the Primera B Metropolitana, subsequently helping the team to win the league and secure promotion to the Primera B Nacional. In 2005, he was signed by Arsenal de Sarandí of the Argentine Primera División, where he spent two seasons.

In June 2007, Sekagya signed a three-year contract with Red Bull Salzburg, the then current champions of the Austrian Bundesliga. He made his Bundesliga debut on 11 July 2007 in Salzburg's 4–1 win against SC Rheindorf Altach and scored his first league goal on 22 July 2007 to secure Salzburg a 2–2 away draw at FK Austria Wien. He quickly established himself as a regular with the club and finished his first season with 34 Bundesliga appearances to his name, scoring three goals in the league.

In his six seasons at the club Sekagya appeared in 165 league matches and scored 6 goals. During this time he helped the club capture three Austrian Football Bundesliga titles and one Austrian Cup.

On 11 July 2013, Sekagya joined MLS side New York Red Bulls on a free transfer, following his departure from sister club Red Bull Salzburg. On 4 August 2013 Sekagya made his debut for New York starting as a defensive midfielder in a 3-2 victory over Sporting Kansas City. On 27 October 2013, Sekagya scored the go ahead goal in the last game of the season against the Chicago Fire at Red Bull Arena to help his team to a 5–2 victory and become champions of the regular season.

It was the club's first major trophy in their 17-year history. However, Sekagya's giveaway led to an equalizer in Houston's 2-1 victory that knocked New York out of the 2013 MLS Cup Playoffs.