In 1905, Sze was part of the Chinese delegation which visited a number of countries to study constitutionalism.

In 1908–1910, Sze worked in Jilin, during which time he dealt with the repercussions of the attempted assassination of Itō Hirobumi.

In 1911 he was appointed Minister to the United States, Spain, and Peru, but the eruption of the Xinhai Revolution and overthrow of the Qing government intervened and prevented his travel.

From 1914 to 1920 he was China's minister to the United Kingdom, and in 1919 he was part of the Chinese delegation to the Paris Peace Conference.

Sze, along with Foreign Minister W. W. Yen, C. T. Wang and Wellington Koo, was part of a Chinese delegation which traveled to the United States in the fall of 1921 to negotiate with the U.S. to impose a limitation of armaments on Japan and to de-escalate tensions over Japan's aggressive, expansionist activities in Shandong.

From 1921 to 1929, Sze was head of the Chinese legation to the U.S., representing the Peking Government and securing U.S. support to contain Japanese aggression in northern China.

After the Japanese attack on Pearl Harbor, Sze worked on obtaining arms from the United States in his role as vice-chair of the China Defense Supplies Commission.

Sze's elder brother, Shi Sao (aka Chao) Tseng (施肇曾 pinyin: Shī Zhàozēng), born 1868, was also a prominent official and served as a diplomat in the U.S. from 1893 to 1897.