Sergio grew up in Seville and learned his trade at a club there. As a young player from 2006 to 2011 and then as a professional from 2014 to 2020, the Andalusian goalkeeper played for FC Sevilla. He won the UEFA Europa League twice (in 2015 and 2016).

Sergio signed a one-year loan agreement with Paris Saint-Germain after spending a season in the Premier League with Fulham. The Spaniard signed a four-year contract after becoming well-liked and respected by the team and turning in some outstanding performances. He spent a season and a half on loan at Mallorca before coming back to Paris in the summer of 2022.