After played college soccer at University of Wisconsin-Milwaukee, where as a striker he became the school's all-time scoring leader, with 53 goals and 32 assists from 1990 to 1993. In 1994, his first year out of college, Sanneh played with USISL's Milwaukee Rampage, where he scored 14 goals and 14 assists while teaming up with Brian McBride. In 1995 he played with another future teammate, Manny Lagos, on the Minnesota Thunder, amassing 18 goals and 22 assists with the team. In 1996, midway through the inaugural MLS season, Sanneh was signed by D.C. United. Originally a forward, Tony played a variety of positions for United, mostly at right midfield. He went on to score goals in the first two MLS Cup, leading DC to consecutive titles. Sanneh ended his original MLS stay after the 1998 season, signing with Bundesliga club Hertha BSC Berlin.
Sanneh spent the next three years with Hertha, but did not see much playing time due to various injuries, scoring just one goal in league play. He transferred to FC Nuremberg in 2001, and again spent three injury-filled seasons there, scoring five goals. In 2004, he came back to MLS, signing with the Columbus Crew, to play alongside long-time friend, college and Thunder teammate Manny Lagos. Sanneh was traded following the end of the season to the Chicago Fire, in exchange for Ante Razov and part of an allocation. He can a down season with the Fire. Sanneh's MLS league totals stand at 16 goals and 27 assists.
Sanneh made his debut for the United States national team on January 9, 1997 against China and has played all over the field, often at right back. He became an important part of the team by the 2002 World Cup, and was one of US's best players in the tournament, playing in every minute of every game. In the first US game of the tournament, the US's stunning upset of Portugal, his precise cross from the right side of the field provided an assist to Brian McBride's goal. He has scored three goals in 43 caps for the US.