Career
He has been the coach of Indonesian Premier League club Arema Indonesia for three months in 2011. Šešlija began playing football for Yugoslav First League side FK Željezničar Sarajevo. After spending most of his career playing in the former Yugoslavia, he moved to Malaysia, where he would play for Sabah FA. After he retired from playing football, he became a manager.
On July 2013, he has been named as the new head coach for Sabah FA.