Sáenz appeared in one Major League Baseball game with the Milwaukee Brewers in 2004.

He was called up to make a spot start on April 24 and got the win after pitching six scoreless innings.

He signed with the independent Reno Silver Sox of the Golden Baseball League, but did not fare any better.

In 2008, he signed with the Schaumburg Flyers of the Northern League, but had an 8.42 ERA in 19 games, all in relief.

He is only the fourth pitcher (and the first since 1899) to start in his only major league game, give up no runs (earned or unearned) with at least six innings pitched, and record the win; his Game Score was 72, the highest ever for a pitcher with only one lifetime start.