Born in Villeparisis, Seine-et-Marne, Déhu made his professional debut with RC Lens, becoming an undisputed starter from his third season onwards.

In 1996–97 he scored a career-best five goals, but the club could only rank 13th; in the following year, he was an essential defensive unit as his team won their first Ligue 1 title.

[2] In summer 1999, after nearly 300 official appearances for Lens, Déhu signed with La Liga giants FC Barcelona, but he played just 23 matches across all competitions for the Louis van Gaal-led side,[3] being released by the Catalans at the end of the campaign and netting his only goal to help defeat AIK Fotboll 5–0 in the group stage of the UEFA Champions League.

[6] As in his previous abroad adventure he was sparingly used, also being sent off twice in home matches against Real Madrid (4–1 loss)[7] and Recreativo de Huelva (2–1 win),[8] as the Valencian Community side narrowly avoided top flight relegation.

Amidst accusations of poor organization in the structure of his last club, Déhu retired from the game in March 2008 aged almost 36, after spending the first months of the new campaign without a team.