[2] Sefolosha was invited to join the junior Swiss national basketball team, and at 17 he began a professional career with Vevey Riviera Basket, in Switzerland's top domestic league.

[2] Sefolosha spent his first year in Chalon-sur-Saône playing with the junior under-21 squad, which traveled alongside the senior club.

In October 2011, during the 2011 NBA lockout, Sefolosha signed with Fenerbahçe Ülker in Turkey, but only for Euroleague matches.

Starting as SG, before James Harden (who came off the bench), he received major playing time mainly due to his defensive abilities.

[8] On April 9, he was ruled out for the rest of the regular season due to a fractured tibia suffered while being arrested by members of the New York City Police Department.

[16][17] Despite announcing his retirement nearly two years ago, Sefolosha signed with the Swiss team Vevey Riviera Basket,[18] returning to the club where he first played professionally.

On April 8, 2015, Sefolosha and teammate Pero Antić were arrested outside a nightclub in New York City for allegedly interfering with police after Chris Copeland of the Indiana Pacers was stabbed in the abdomen following an argument.

[19] During the altercation, the NYPD officers broke Sefolosha's right leg, shutting him down for the rest of the season.

[24] On October 9, a Manhattan jury found him not guilty of all three misdemeanor charges: obstructing government administration, disorderly conduct and resisting arrest.

[26] On April 9, 2017, it was announced Sefolosha had settled with the NYPD for $4 million, a "substantial portion" of which he donated to Gideon's Promise, a nonprofit organization dedicated to educating public defenders.

[27] In October 2017, Sefolosha revealed that he saved a woman the previous month from drowning while he and his family were on a rafting trip down the Provo River.