Sinclair joined Chelsea as an apprentice in 1988 and turned professional in 1990. He helped Chelsea reach the semi-finals of the UEFA Cup Winners’ Cup. He also helped them reach the FA Cup semi-final the following season. He was an FA Cup winner with Chelsea as they beat Middlesbrough 2-0 in 1997. The following season Chelsea won the League Cup Final with Sinclair scoring in the 2-0 victory. In 1998, Sinclair moved to Leicester City and was part of the team that won the 2000 League Cup.