Sierra began his professional career in 2006, playing for the DSL Blue Jays. That year, he hit .253 with 4 home runs, 26 RBIs, and 17 stolen bases in 69 games. He played for the GCL Blue Jays in 2007, hitting .203 with 5 home runs and 15 RBIs. In 2008, he was with the Lansing Lugnuts, with whom he hit .246 with 9 home runs, 39 RBIs, and 12 stolen bases. He split 2009 between the Dunedin Blue Jays and New Hampshire Fisher Cats, hitting a combined .292 with 6 home runs and 62 RBIs.

In 2010, he split the season between the GCL Blue Jays and Dunedin, hitting a combined .211 in 20 games.

Sierra was brought up to the Toronto Blue Jays on July 31, 2012, following the trades of Travis Snider and Eric Thames. At the time of his call-up, Sierra was batting .289 with 17 home runs and 63 RBIs in 100 games at Triple-A Las Vegas Sierra made his debut that night against the Seattle Mariners, and recorded his first career hit in his first at bat. On August 13, Sierra hit his first career home run, a solo shot off Chicago White Sox starter Jake Peavy. In 2012, he batted .224, in 147 at bats.

In 2013, he played for Buffalo in the International League and the Blue Jays in the Gulf League, hitting a combined .262 in 103 games.

The Blue Jays optioned Sierra to the Buffalo Bisons on March 3, 2013. Sierra was called up to the Blue Jays on August 21, when José Bautista was placed on the 15-day disabled list.

On May 3, Sierra was claimed by the Chicago White Sox. Sierra found regular time as a reserve outfielder for the White Sox in 2014, hitting .279 with two home runs, before going on the disabled list with a strained oblique on August 16.

On December 31, 2015, Sierra signed a minor league contract with the Miami Marlins. He signed a new minor league contract with the Marlins on November 17, 2016. He elected free agency on November 6, 2017.

On December 19, 2017, Sierra signed a minor league contract with the Washington Nationals. He was added to the active roster on April 11, 2018, and he made his first major league start since 2014 on April 14 against the Colorado Rockies, driving in two runs.

After 24 games and 60 plate appearances for the Nationals, in which he went 9-for-54 with two doubles and four RBIs, the Nationals designated him for assignment on May 20, 2018. He accepted an outright assignment to the Nationals’ Class-AAA affiliate, the Syracuse Chiefs. He declared free agency on October 2, 2018.

On March 27, 2019, Sierra signed with the Guerreros de Oaxaca of the Mexican League.

On December 5, 2019, it was announced that Sierra had signed with the Chunichi Dragons of Nippon Professional Baseball League (NPB) on a development contract. On March 26, 2020, Sierra was given a fully rostered deal ahead of the delayed, 2020 season.