Beginning his career as a Marathi actor, Sayaji Shinde has now established himself in the Hindi, Telugu, Tamil, Malayalam, and Kannada film industries as well. Sayaji began acting in the late 1970s: then appearing in Marathi one-act plays. However, it was in 1987 that he gained recognition for his performance in the play Hijada. This opened the doors of Marathi cinema and since then he has appeared in movies such as Aai (1995), Goshta Choti Dongraevadhi (2009), Sat Na Gat (2013), and Babanchi Shala (2016).

It was the Bollywood movie Shool (1999) that paved way for his success in the career. His role, as Bacchu Yadav in the movie was much appreciated by the critics and audience alike and he was also nominated for the Filmfare Best Villain Award. However, one of the most prominent and his breakthrough role came with the Tamil film Barathi (2000). In spite, Tamil being a non-native language, Sayaji essayed the role of Subramanya Bharathi, who is regarded as Tamil Nadu`s greatest poet and writer. For his performance, the actor went on to receive the Tamil Nadu State Award and later appeared in movies such as Azhagi (2002), Dhool (2003) and Dhondi (2017). His 2018 release includes Inttelligent, Chalte Chalte, Mehbooba, Pottu, Officer, Kaala, Gotya, Aata Bass and Amar Akbar Anthony. His 2019 releases include Hansa Ek Sanyog, Shri Ram Samarth and Software Sudheer.

His other notable performances include Loser (2020), Cocktail (2020), Sathyam (2021), Clue (2022), Parari (2023), Ghar Banduk Biryani (2023), Aazam (2023), Maa Awara Zindagi (2023), Aadharwad (2023), Ajmer 92 (2023), Ala Ila Ela (2023), Institute of Pavtology (2023), Pahije Jatiche (2023), Aani Baani (2023), Focus (2023) and Tujha Manjha Arrange Marriage (2023), Aazam (2023), Auron Mein Kahan Dum Tha (2024), and Double iSmart (2024).