After playing one season in the Slovak Extraliga for Dukla Trenčín, Sekera came to North America. He played two seasons with the Owen Sound Attack of the Ontario Hockey League (OHL), where in the 2005–06 season, he won the Max Kaminsky Trophy as the League's most outstanding defenceman.
On July 14, 2006, Sekera signed a three-year contract with the Buffalo Sabres. He made his professional debut with the Sabres' American Hockey League (AHL) affiliate, the Rochester Americans, in the 2006–07 season. He also appeared in two NHL games with the Sabres early in the season.
Sekera recorded his first NHL goal on November 28, 2007, against St. Louis Blues' goaltender Manny Legace.
In 2009, Sekera was selected to represent Slovakia internationally at the 2010 Winter Olympics in Vancouver, British Columbia. Slovakia ultimately finished fourth in the tournament.
On July 19, 2011, Sekera signed a four-year contract extension with the Sabres worth $11 million and in doing so, avoided salary arbitration.
During the 2012–13 NHL lockout, which cancelled the majority of the first half of the 2012–13 season, Sekera played in his native Slovakia with Slovan Bratislava of the Kontinental Hockey League (KHL). He returned, however, to the Sabres following the return of NHL play in January 2013.
On June 30, 2013, during the 2013 NHL Entry Draft, Sekera was traded by the Sabres to the Carolina Hurricanes in exchange for the team's second-round draft pick (#35 overall) and defenseman Jamie McBain.
In 2014, Sekera was again selected to represent Slovakia, participating in the 2014 Winter Olympics in Sochi, Russia. Slovakia finished the tournament in a disappointing 11th place.
In the midst of the 2014–15 season, in the last year of contract before approaching unrestricted free agency, and with the Hurricanes out of playoff contention, on February 25, 2015, Sekera was traded to the Los Angeles Kings in exchange for a conditional first-round pick and defensive prospect Roland McKeown.
On July 1, 2015, Sekera signed as a free agent to a six-year, $33 million contract with the Edmonton Oilers. During the 2017 Stanley Cup playoffs, Sekera suffered a torn ACL. It was announced he would miss six-to-nine months.