Faye was born in Dakar, Senegal and began his career at ASEC Ndiambour, before leaving the then top-three team to go to Jeanne d’Arc. He then went on to join Lens in July 2002, integrating into a squad which at that time included fellow Senegalese Papa Bouba Diop.

Faye signed for English side Bolton Wanderers in July 2005 on loan. Faye made his debut for Bolton against Newcastle United where he enjoyed a memorable debut in a 2–0 home win in which, he aerially out-muscled Alan Shearer. He came on as a substitute for the injured Radhi Jaïdi and never looked back after a dominant display. Wanderers manager Sam Allardyce praised the form of Faye early into his Bolton career. In December 2005 Faye signed a permanent contract with Bolton. Following this Faye expressed his delight at staying in England.

On 15 August 2007, there were stories in several newspapers stating that Faye would be moving to Newcastle United for around £2m to join up with former Manager Sam Allardyce. On 31 August 2007, Faye signed a three-year contract at Newcastle United. Faye was presented to the Newcastle fans at half-time during the home game against Wigan Athletic on 1 September. On 24 February 2008, Faye scored his only goal for Newcastle United during the 5–1 defeat at home to Manchester United.

On 15 August 2008, Faye joined newly promoted Premier League side Stoke City from Newcastle United for £2.25 million on a three-year contract. He made his debut for Stoke in a 3–2 win over Aston Villa in August 2008. He scored his first goal for the club against his old club Newcastle, which came in the 90th minute of the match to earn Stoke a point in a 2–2 draw. He scored against Newcastle again later in the season in another draw between the two sides. Faye’s impressive first season did not go unnoticed with fellow Stoke players and fans as he won both Players and Fans Player of the Season Award for Stoke City. He was also voted player of the year by all of the club’s supporters groups.

In June 2011, following his release from Stoke City, Faye signed for Championship side West Ham United on a free transfer linking up with manager Sam Allardyce for a third time and he said: “I am very happy to be here at West Ham – this is a great club, a big club and I cannot wait to get started here,” Faye told the club website. Faye made his debut for West Ham on 16 August 2011 in a 4–0 away win against Watford. At the end of the season Faye left West Ham after helping them to gain an instant return to the Premier League.

Faye joined Football League Championship side Hull City on 20 July 2012 on a one-year deal. He made his debut for the club on 11 August 2012 in the League Cup match at the KC Stadium against Rotherham United. On 1 September 2012, against former club Bolton at the KC Stadium, Quinn delivered a high, hanging corner into the middle of Bolton’s six-yard box where Faye out-jumped the away defence and goalkeeper Ádám Bogdán to head into the net for his first goal for the club.

On 15 September 2012 against Millwall at the KC Stadium, James Chester and Faye stayed up following a corner and when the ball was worked to Chester on the edge of the Millwall box, he went past Scott Malone down the outside and crossed for Faye to head home past Maik Taylor Two days later, Faye scored his third goal in as many games with a header against Leeds United at Elland Road to make it 2–1 to Hull in a 3–2 win. He played 33 times for Hull in 2012–13 helping the Tigers gain promotion to the Premier League on the final day of the season. He signed a new one-year contract with Hull on 16 May 2013. Faye made limited appearances during the 2013-14 season, making only 3 Premier League appearances after falling behind Curtis Davies, James Chester, Alex Bruce and Paul McShane in the pecking order for the centre-back positions. Faye did make 3 appearances in the FA cup as Hull City reached the FA cup final for the first time in their history, however Faye was an unused substitute for the Wembley semi-final, and did not make the bench for the FA cup final. Thirty-six-year-old Faye was released by Hull City at the end of the 2013–14 season.

In December 2014 Faye joined Malaysia Premier League side Sabah FA.