He played at Blundell Park until midway through the 1999–2000 campaign when he was sold to Town's First Division relegation rivals Nottingham Forest.
He returned to Sheffield United in 2019 taking up a role as the head of their youth academy, before stepping up to first team coach during the 2021–22 season.
He was nurtured into a first team role at Grimsby by manager Alan Buckley and his assistant John Cockerill.
After a brief loan spell with Doncaster Rovers in which he played 11 games (5 in the starting lineup) and scored one goal, Lester became a regular at Blundell Park.
During his time there he formed notable strike partnerships with Clive Mendonca, Steve Livingstone, Lee Ashcroft and Jamie Forrester.
He was a regular fixture in the first team and helped the club succeed in an impressive double final win at Wembley Stadium.
It took some time for Lester to settle in at the City Ground but when Platt left the club, new manager Paul Hart moved him to an attacking midfield role where he flourished, making over 70 starts and scoring 24 goals.
He remained a first choice striker at the club for the entire season and made 50 appearances for United until his exit in November 2004.
Lacking both Jack and injured goalkeeper Tommy Lee, Chesterfield's results suffered and the team slumped to the foot of the division.
He scored twice as The Spireites won 4–0 in a game that was a "fitting send off for a player who will forever be remembered by the Chesterfield faithful".
[9] On 3 February 2014, Lester came out of retirement, signing for Conference Premier side Gateshead on non-contract terms.
[14] After retiring in 2013 with Chesterfield, Lester and his family embarked on a year's travelling around Europe, but after his trip was cut short, and a potential coaching job in America fell through, he joined Notts County as an academy coach for the under 12s, while also returning to play semi-professionally for Gateshead.
[21] Lester extended his contract at Bramall Lane to the summer of 2028 along with Chris Wilder and his backroom team.
On 4 September 2023, Lester was appointed as a temporary assistant coach for the Wales national football team under former teammate Rob Page.