Born in Madrid, Segovia finished his development with local Rayo Vallecano, first appearing with the main squad during the 2004–05 season in Segunda División B.

Segovia moved abroad for the first time in his career in the summer of 2010, joining Austrian Football First League club SKN St. Pölten.

[1] After one and a half years, Segovia changed teams but stayed in Austria, signing for Bundesliga's FC Admira Wacker Mödling.

[3] On 26 May 2013, Segovia scored the game's only goal at SV Mattersburg in the last matchday, helping Admira leapfrog their opponent to finish in ninth position and thus barely avoid relegation.

[6] Segovia joined Indian Super League side Bengaluru FC on 15 February 2018, as a replacement for injured compatriot Braulio Nóbrega.