In 1993, Sinclair moved to Queens Park Rangers for £600,000, a figure which broke Blackpool's record transfer sale. He won the October 1995 Premier League Player of the Month award, although he was unable to prevent QPR from being relegated from the Premier League that season. Throughout the 1995-96 season, Sinclair's name was constantly linked with a move to several of the Premier League's leading clubs, namely Leeds United, Manchester United and Newcastle United - with fees of up to £6million being mentioned.