Sun started his professional career with [[Dalian Wanda]] in 1995 and made his first appearance on May 28, 1995. Sun did not intend to start his professional career at such a young age. Like all the top young Chinese players of that generation, he wanted to go to the training camp in Brazil. However, he was not selected as he was not deemed to possess enough potential. Sun Jihai showed great character by not letting this huge disappointment derail him. He worked very hard and eventually enjoyed what is undoubtedly the most successful career of any Chinese football player.
After three successful years at Dalian, Sun along with [[Fan Zhiyi]] signed for [[Crystal Palace F.C.|Crystal Palace]] in 1998. They became the first footballers from [[China]] to play in the English leagues. Sun made his debut for [[Crystal Palace F.C.|Crystal Palace]] in a 0-3 defeat at [[Bury F.C.|Bury]] in the first leg of the [[Football League Cup]] match.