Career
Slovakia
Šesták made his first football steps in Demjata, where he played one season in local club FK Demjata, in team U15. Football Club Tatran Prešov. This was his first step to professional football. Officially, Šesták started his career at Tatran Prešov.
In December 2001, he moved to Slovan Bratislava.
He only played two seasons in Bratislava and then moved on to MŠK Žilina in December 2003. In the 2005-2006 season, Šesták took with 17 goals the fourth place in the top goalscorer list of the Slovak league.
Šesták scored 15 goals in that season and was second in the Slovak top goalscorer list. At VfL Bochum
On 7 June 2007, Šesták joined German Bundesliga side VfL Bochum.
He signed a four-year contract at the club until 2011.
At Bochum he was expected to replace the Greek international Theofanis Gekas who, after winning the top scorer crown in the previous season, had been transferred to Bayer Leverkusen. Šesták made a total of 86 appearances for VfL Bochum and scored 28 goals (17 assists) during his three-year spell with the Ruhr valley outfit. In the 2007-2008 season he was with 13 goals and 9 assists the third-best scorer in the league, behind Football Club Bayern Munich"s Luca Toni and Werder Bremen"s Diego.
On 11 April 2009, Šesták marked within 27 minutes against TSG 1899 Hoffenheim a hat-trick (due to the half-time break between the first two goals, however, it could be counted as flawless).
In Turkey
After Bochum"s relegation to the 2. Bundesliga he was loaned for the 2010-2011 season for one year to Turkish side MKE Ankaragücü.
During his one-year spell, he racked up 24 appearances for the club, scoring ten goals (two assists). In June 2011, Šesták was transferred permanently to the club for an undisclosed transfer fee.
At Ferencváros
As of 16 June he signed for Hungarian top club Ferencvárosi TC.