His first international cap came on 2 December 1936, when Hungary lost 6-2 against England. In total, he gained 39 caps for his country, scoring 32 goals. This makes him the eighth-highest goalscorer of all-time for the Hungarian national side.
Zsengellér also played 325 games in the Hungarian league and scored 387 goals between 1935 and 1947, making him the third-highest goalscorer of all-time in the Hungarian league. He began his career at Salgotarjani TC, then moving to Újpest FC in 1936. Zsengellér spent 11 years serving Újpest, when in 1947 he joined Italian side AS Roma. In the 1949/50 season Zsengellér played for Ancona and he finished his career playing for Colombian Deportivo Samarios between 1951 and 1952.
He was the Hungarian league's top-scorer in five seasons: 1938, 1939, 1943, 1944 and in the spring season of 1945. He was Europe's top goalscorer in 1939 and 1945.