In a 20-season career, Sierra has played for the Texas Rangers (1986-92, 2000-01, 2003), Oakland Athletics (1992-95), New York Yankees (1995-96, 2003-05), Detroit Tigers (1996), Cincinnati Reds (1997), Toronto Blue Jays (1997), Chicago White Sox (1998), Seattle Mariners (2002), Minnesota Twins (2006). Sierra graduated from Liceo Interamericano Castro High School in Puerto Rico in 1983, where he played baseball, basketball and volleyball.