Willy first made his way in the world of football at his father's former club in Haute-Loire, Montfaucon-en-Velay where he developed his defensive game at right-back, as well as performing exceptionally on the right-hand side of midfield.
From there he progressed, eventually joining the region's flagship club AS Saint-Étienne. An impressive two-year spell saw him earn a transfer to AS Monaco in 1997 and he experienced his first taste of success, winning Ligue 1 in 2000. His excellent form saw him pressing for a call up to represent Les Bleus, but he was initially overlooked by national coach Roger Lemerre.
The summer of 2000 saw Sagnol's career take on a completely different dimension. Transferred to the prestigious German club Bayern Munich, he did not take long to break into the first team. At Bayern, Sagnol consolidated his reputation as one of the best full backs of his generation. A solid defender but also equally comfortable operating in attacking positions (often as a wing-back), Sagnol's superb crossing ability marked him out as a key player in Bayern's attacking play. With the Bavarian club, he won the Bundesliga in 2001, 2003, 2005, 2006, and 2008, as well as the Champions League in 2001 and the DFB-Pokal in 2003, 2005, 2006, and 2008. At international level, he had less success, often finding himself on the bench playing second fiddle to Lilian Thuram on the right-hand side of the French defense. It was not until the retirement of Marcel Desailly and Thuram's consequent move into the centre of the French defense that Sagnol finally became first choice right-back in 2004, and remained there for the next four years.
Because of continuing problems with his Achilles tendon, Sagnol quit his football career on 1 February 2009.
Sagnol was part of France's squad for the 2006 FIFA World Cup in Germany, starting each of his country's seven games en route to the final. His competent performances, aided by France's progression to the final led to him being named as one of the outstanding defensive performers in the tournament. He saved his best display for the biggest stage of them all, the World Cup final, and was one of the better performers in a game largely remembered for off-the-ball events rather than on-the-field performances. Indeed, Sagnol's name could have been immortalized had his strong effort on goal not been successfully repelled by Gianluigi Buffon. Nonetheless, his performance was notable for a solid defensive contribution as well as important involvement in several attacking moves, such as when he provided a cross for his captain Zinedine Zidane, whose header was again superbly saved by Buffon. Sagnol also took the final spot kick for France in the 2006 FIFA World Cup. In the qualification campaign for Euro 2008, fans saw a completely new side of Sagnol. On several occasions, Willy had good efforts on goal as well as still supplying his trademark crosses for teammates like Thierry Henry against Scotland at Hampden Park on 7 October 2006. Sagnol was one of his country's better performers in France's shock loss, having an impressive three efforts on goal from his right back spot, one in particular forcing a superb save from the goalkeeper. The following match, against the Faroe Islands in Paris, was his 50th for his country. His displays in that qualification campaign once more provided proof that Sagnol could be counted on for his consistent defensive play and also to provide extra quality when joining the attack.