Born in Bissau, Baldé started his career with Sporting CP’s farm team in Guinea-Bissau, Sporting Clube de Bissau. In 2008 he, alongside teammate Zezinho, moved to the Lisbon side to continue his development, helping it to back-to-back junior championships – of three in total in a row – scoring 13 goals in 29 games in 2008–09.

Baldé was released by Sporting in summer 2012. On 28 August he signed with fellow Primeira Liga team Vitória de Guimarães for two years. He made his debut on 21 September, coming on as a late substitute in a 1–0 away win against Moreirense FC. After a series of appearances from the bench, he scored in only his second game as a starter on 23 November, netting an injury time equaliser in a 2–2 draw at S.C. Beira-Mar.

On 13 June 2013, Baldé signed a four-year contract with Scottish Premier League champions Celtic. On arrival, he stated that his new team were “one of the best clubs in Europe and they are going to play in the Champions League.” He made his official debut on 23 July, replacing James Forrest for the last 15 minutes of the second leg of the Champions League qualifier against Cliftonville.

Baldé scored his first competitive goal on 28 September 2013, coming in as a late substitute and netting the last goal in a 5–2 win at Kilmarnock. On 27 October, at Partick Thistle, he took the field in the 67th minute and scored the 2–1 winner eight minutes later. He failed to establish himself as a regular in the team, and although he made 20 league appearances over the season, most were as a substitute; his only other goal came in a 4–0 league win over Kilmarnock, on 29 January 2014.

On 1 September 2014, Baldé joined Waasland-Beveren in the Belgian Pro League on a season-long loan. He made his debut twelve days later against S.V. Zulte Waregem, scoring his team’s second goal in an eventual 4–1 away win, a spectacular half-volley from 40 yards out. It was to be his only competitive goal for the club, and in January 2015 he moved on loan again, this time to Hapoel Tel Aviv FC. He made 11 competitive appearances for the Israelis, failing to score in any of them.

In May 2014, Baldé switched nationalities to Guinea-Bissau after being called up to the squad for the 2015 Africa Cup of Nations qualifier against the Central African Republic. He earned his first cap over a year later on 13 June 2015, playing the full 90 minutes in a 0–0 draw in Zambia in the 2017 Africa Cup of Nations qualifying phase.

In June 2015, Celtic agreed to terminate Baldé’s contract despite there still being two years left to run.

On 16 July 2015, Baldé signed a two-year contact with FC Metz of the French Ligue 2. He made his debut on 1 August, in a 0–0 draw against RC Lens.

Baldé scored his first goal for Guinea-Bissau on 8 October 2015 in a 2018 FIFA World Cup qualifier against Liberia, netting the equaliser in a 1–1 away draw.

After terminating his contract with Metz, Baldé moved teams and countries again on 14 January 2016 as he joined S.L. Benfica (Luanda) in Angola for one and a half years. In his only season he scored a squad-best six goals to help them to a sixth-place finish in the Girabola, and left at the end of August 2016.

In August 2016, Baldé returned to European football and Portugal when he signed for C.S. Marítimo. On 26 March 2017, whilst on loan to fellow top division side C.D. Tondela, he was admitted to hospital due to a pulmonary embolism. Marítimo stopped paying his wages, claiming they did not have to pay him as he was unable to play, and he had to rely on assistance from the players’ union to support himself and his family; by the end of the year, he was still not at full health.

Baldé travelled to South Africa in January 2018 for a trial with ABSA Premiership club Free State Stars FC, although doubts remained about his fitness.

On 1 February 2018, Baldé signed a six-month contract with Albanian Superliga side FK Kukësi. He made his debut 13 days later, coming on as a second-half substitute during a 1–0 defeat of KF Tirana in the quarter-final of the Albanian Cup, his first competitive game of football in 11 months. His first league appearance took place on 19 February against FK Partizani Tirana when he took the field in injury time of a 3–1 win, Kukësi’s first-ever at the opposition’s ground.

Following a short spell in Libya with Al-Nasr SC, in February 2019 Baldé moved to Indonesia after agreeing to a deal at Persebaya Surabaya. He scored five times in nine Liga 1 matches in the first half of the season, including a hat-trick in a 4–0 victory over Persib Bandung on 5 July 2019. He also finished joint-top scorer in the country’s cup tournament, the Piala Indonesia, with 10 goals along with PSM Makassar’s Zulham Zamrun; however, the return of David da Silva to the team during the mid-season transfer window saw Baldé become surplus to requirements and on 31 August he signed for another Indonesian club, precisely PSM, scoring on his debut the following day to help the hosts beat Persela Lamongan 2–1.

In January 2020, Baldé moved to Vietnam to sign for Ho Chi Minh City FC.