Until the age of 14, Ernst played in the Dynamo Neutrelitz youth side. He then transferred to BFC Dynamo, where he played in 203 league games, scoring 88 goals, until the fall of the Soviet Union in 1990, when he was signed by 1. FC Kaiserslautern. He stayed with the club for just one season, playing 18 games and scoring two goals, before moving to the French league with Girondins Bordeaux for the 1991–92. With Bordeaux he scored seven goals in 24 games during the club's return to the French top-flight. Ernst didn't, however, return with the club, as in the summer of 1992 he moved to AS Cannes in Ligue 2. He played just seven games in Cannes and scored no goals, a record which saw him transfer to FC Zürich the following season. He then moved to Servette FC in 1993–94, before returning to Germany in 1994 to spend two years in the regional league with FSV Salmrohr. He retired from professional football in 1996.