Sexson was drafted in 1993 by the Cleveland Indians in the 24th round (671st overall) of the baseball amateur draft. He reached the major leagues with five games in 1997. Sexson had a breakout year in 1999 with 31 home runs, and 116 runs batted in in 134 games.

In 2000, Sexson was traded to the Milwaukee Brewers with a player to be named later, for Bob Wickman, Steve Woodard, and Jason Bere. In 2001, his 45 home runs tied the Brewers record set by Gorman Thomas in 1979. His 178 strikeouts also broke the Brewers record, but this was surpassed the following season by José Hernández. In 2002, Sexson represented the Milwaukee Brewers in the MLB All-Star Game which was played in Milwaukee. In 2003, he played in all 162 games and again tied the Brewers record of 45 home runs while hitting .272 and earning a selection to the 2003 MLB All-Star Game. Prince Fielder broke Sexson’s and Thomas’s team record in 2007, hitting 50 home runs.

Sexson was traded to the Arizona Diamondbacks in December 2003 along with pitcher Shane Nance and a player to be named later (Noochie Varner) for infielders Junior Spivey, Craig Counsell, Lyle Overbay, catcher Chad Moeller, and pitchers Chris Capuano and Jorge de la Rosa. This trade proved to be disastrous for the Diamondbacks, as Sexson missed most of the 2004 season after twice suffering a reverse subluxation of his left shoulder while attempting to check his swing.

Prior to the 2005 season, Sexson signed a four-year contract with the Seattle Mariners worth $50 million. Sexson played well in the 2005 season, hitting 39 home runs and 121 RBI and put up similar numbers the following year, hitting 34 home runs and 107 RBI. However, Sexson struggled mightily in the 2007 season, batting .205 with 21 home runs and 63 RBIs, and again in the 2008 season, hitting just .218 with 11 home runs and 30 RBIs for Seattle.

On May 8, 2008, in a game against the Texas Rangers, Sexson charged the mound towards Rangers starting pitcher Kason Gabbard and threw his batting helmet at him after Gabbard threw a head-high pitch over the middle of the plate, to which Sexson reacted as if it had hit him. Sexson later stated he was frustrated and had a lot going on in his head, including his son being in the hospital and his club’s recent struggles. He was suspended six games for the incident. He later appealed the suspension, and it was dropped to five games.

On July 10, 2008, Sexson was released by the Mariners.

On July 18, 2008, Sexson signed with the New York Yankees. Sexson did well in his Yankee debut, by collecting his first hit as a Yankee in the first inning with a single and also bringing in Bobby Abreu for the first run that inning. He went 1–3 with one RBI, one walk, and one strikeout. His only home run (a grand slam) as a New York Yankee came on August 5, 2008, against the Texas Rangers. Sexson was designated for assignment on August 15, 2008, after batting .250 with one home run in 22 games for New York. He was released on August 24, 2008.