Born in Braga, Sá went from Merelinense to the youth ranks of Benfica in January 2011, and moved six months later to Madeira's Marítimo to finish his development at the age of 18.[3] On 23 January 2013 he made his professional debut with the B team, playing the full 90 minutes in a 0–0 home draw against Oliveirense in the Segunda Liga championship.[4]
In the 2013 off-season, Sá was promoted to the main squad by manager Pedro Martins.[5] He played his first game in the Primeira Liga on 18 August in a 2–1 home win over Benfica,[6] and kept his position for the following matchday, a 3–0 loss at Porto.[7]
On 25 January 2016, both Sá and teammate Moussa Marega joined Porto on four-and-a-half-year contracts, with the services of the former being acquired for €1.5 million.[9] During his early spell, he was second choice to Spain international Iker Casillas.[10][11]
Sá made his debut in the UEFA Champions League on 17 October 2017, starting in a 3–2 loss for the group stage away to RB Leipzig and committing a blunder in the eighth minute which resulted in the opposition's first goal.[12] He became the starter from that point onwards but, following a 5–0 home defeat against Liverpool in the same competition, lost his place again.[13]
Olympiacos
On 31 August 2018, deemed surplus to requirements by manager Sérgio Conceição,[14] Sá joined Olympiacos on a season-long loan.[15] He became first choice over Andreas Gianniotis shortly after arriving, as the team was coached by his compatriot and former Marítimo boss Martins.[16]
On 15 July 2021, Sá joined English club Wolverhampton Wanderers for a €8 million transfer fee, on a five-year deal;[22] he was signed to replace his experienced compatriot Rui Patrício who had joined Roma, and he was handed the number 1 jersey that had not been worn at the Molineux club since Carl Ikeme retired due to his leukaemia diagnosis in 2018.[23]
Sá made his Premier League debut on 14 August 2021 in a 1–0 loss away to Leicester City.[24] In September, he provided an assist for Raúl Jiménez against Southampton in their 1–0 win, making him the first Wolves goalkeeper to do so in the Premier League since Wayne Hennessey in October 2009.[25] His string of good all-round performances, including his distribution and shot stopping helped Wolves to a run of three clean sheets, earning the club's Player of the Month, with former Manchester United player Gary Neville praising Sá as the signing of the season.[26] On 11 November, despite losing 1–0 to Manchester City, Sá received several praises for his performance, making several vital saves, despite Wolves being reduced to 10 men just before half-time, only failing to defend a penalty.[26] On 15 May 2022, Sá won both Wolves's Fans' Player of the 2021–22 Season, and the Players' Player of the 2021–22 Season awards.[27]
On 14 October 2022 it was revealed that Sá had been playing for two months with a fractured wrist sustained during a 0–0 home draw with Fulham in the second match of the season, a game in which he saved a penalty from Aleksandar Mitrović – the first penalty save he had made in a Wolves shirt since joining the club.[28] The following day, he saved another penalty from Brennan Johnson in a 1–0 home win against Nottingham Forest, with ten minutes remaining.[29]
Sà made his 100th competitive appearance for Wolves in a 4–2 win away to Chelsea in the Premier League on 4 February 2024.[30]
^"Sub-21: Portugal–Suíça, 5–2 (crónica)" [Under-21: Portugal–Switzerland, 5–2 (match report)] (in Portuguese). Mais Futebol. 14 August 2013. Archived from the original on 20 October 2013. Retrieved 14 August 2013.