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Aleksejenko started playing football in the Riga football school under Krišs Maisītājs, his first football club was Progress Rīga where he played under Jānis Skredelis. Later Aleksejenko became one of the key players in another Skredelis team - Daugava Rīga for which he played with several interruptions from 1979 to 1991 (when the club was already renamed to Pārdaugava).
After the first senior season with Daugava he was offered to play in the Soviet Top League with Dynamo Minsk, an offer from which he couldn't refuse. In 1983 Aleksejenko played for Dynamo rather regularly and won the bronze medals of the Soviet league. But in 1984 he returned to Daugava which Skredelis was desperately trying to make a top league team. In 1985 and 1986 it was nearly achieved and in 1986 Aleksejenko played 43 matches for the club and scored 5 goals. For the 1989 season Aleksejenko joined Fakel Voronezh but then he returned to Daugava.
In 1991 Aleksejenko joined RAF Jelgava with which he was selected the best midfielder of Latvia in 1992. He retired from football in Sweden by switching to futsal - first as a player and later as a manager. In late 1990s Aleksejenko also played with amateur club Policijas FK which in 1998 earned promotion to Virslīga.
- Best Midfielder in the Latvian League (1):