He is currently the assistant coach of Hong Kong Premier League club Lee Man.

In his football career, he played a lot of games against various national teams around the world, such as Denmark, Sweden, Brazil, Japan, South Korea and so on.

On 27 May 2017, Eastern chairman announced Szeto as Chan Yuen Ting's successor as their head coach.

On 4 June 2020, Wigan Athletic announced the takeover of the club by Next Leader Fund L.P. had been completed.

Szeto, who was a friend of Next Leader Fund's General Partner, Au Yeung Wai Kay, was named as a director of the club as part of the takeover.