Faye began his career playing for ASEC Ndiambour and Jeanne d'Arc in his native Senegal before moving to French side Lens in 2002. After spending time out on loan at Istres he attracted the attentions of Sam Allardyce who signed him for Bolton Wanderers in July 2005. After two seasons at Bolton he followed Allardyce to Newcastle United where he spent one season before joining Stoke City in August 2008 for £2.25 million. Faye became a popular player at the Britannia Stadium in 2008–2009 as he won the player of the year and was named captain by Tony Pulis for the 2009–2010 season. He lost the capacity to Ryan Shawcross for 2010–2011 and then had a third spell working with Allardyce at West Ham United. Faye helped the Hammers gain promotion to the Premier League in 2011–12 before joining Hull City where he was again involved in a promotion winning season in 2012–13 before being released at the end of the 2013–14 season.