Filippo Sega was born in Bologna on August 22, 1537, the son of a noble family originally from Ravenna. His sister, born Isabella Sega, was the mother of Cardinal Girolamo Agucchi and the diplomat Bishop Giovanni Battista Agucchi, who worked under Sega at the start of his career.
After completing his doctorate, he became a protonotary apostolic. He was named governor of Cesena on September 20, 1566; governor of Forlì on January 24, 1569; governor of Imola on March 3, 1571; of Romagna on December 15, 1572; and of the March of Ancona on January 1, 1575.
On May 20, 1575, the cathedral chapter of Ripatransone elected him to be Bishop of Ripatransone. He was consecrated as a bishop by Gabriele del Monte, Bishop of Iesi, in Osimo Cathedral on June 29, 1575.
In 1577, he was sent as a special envoy to John of Austria in the County of Flanders. He served as extraordinary nuncio to Flanders and Apostolic Nuncio to Spain from January 18, 1586 until May 28, 1587. In 1589, after the assassination of Henry III of France, he accompanied Cardinal Enrico Caetani, papal legate a latere, to the Kingdom of France.
In the consistory of December 18, 1591, Pope Innocent IX named him a cardinal priest. He was the papal legate to France from 1591 to 1594. He did not participate in the papal conclave of 1592 that elected Pope Clement VIII. He received the red hat and the titular church of Sant'Onofrio on December 5, 1594. He became president of the Congregatio Germanica in 1595.