As a player Sheffield born Lester played as a forward from 1994 to 2014. He came through the youth ranks at Grimsby Town where he moved into the first team in 1994. He became a first team regular and was part of the squad that was victorious in the Football League Trophy and Football League Second Division play-offs during the 1997–98 season. He played at Blundell Park until midway through the 1999–2000 campaign when he was sold to Town's First Division relegation rivals Nottingham Forest. He spent three years as a first team regular for Forest before switching to Sheffield United in 2003. Lester returned to Forest after only spending a year with The Blades. Lester remained at the City Ground for another three seasons before joining Chesterfield in 2007. After six years at Chesterfield, Lester retired on 27 April 2013. On 3 February 2014, Lester came out of retirement and joined Gateshead on a non-contract basis. In his final ever appearance as a player he scored at Wembley Stadium in Gateshead's Football Conference play-off final defeat.