He made his league debut on 7 September 2005 in an away game against Shkumbini Peqin as an 18-year-old, where he started the game in a midfield made up of Devi Muka, Ervin Bulku and Engert Bakalli. His debut ended in 1–1 draw, in a game which saw Sefa being one of 4 players to be cautioned and his teammate Arjan Pisha receiving a straight red card. He made 14 league appearances throughout the 2005–06 Albanian Superliga, starting 8 of them and competing the full 90 minutes on 4 occasions. KF Tirana finished runners-up in the league to KF Elbasani, who won their first Albanian Superliga title since 1984. He was also part of the 2005–06 Albanian Cup winning squad, which was his first ever professional title.