Gueye began his career with Génération Foot and joined FC Metz in 2002. On 27 January 2009, the Senegalese striker was loaned to CS Sedan where he remained until June 2009. On 23 July 2009 he signed a four-year contract with German club Alemannia Aachen for a transfer fee of 500.000 Euro. During the summer break, he agreed to a one year loan spell at FSV Frankfurt. Gueye made his first game for his new club on the season opener at home against 1. FC Union Berlin, on 15 July 2011. He failed to score from the penalty spot in the dying seconds of injury time, thus the game ended in a 1–1 draw.
Gueye transferred to China League One club Shenzhen Ruby on 28 February 2012. He won two successive top scorers of the league between 2012 and 2013.