Feiersinger started his professional career in 1986 with Austria Salzburg and stayed with them for 10 years, winning two league titles during the club's most successful period. In 1994, he played with them in the UEFA Cup final against Inter Milan. During the 1996–97 season he joined German side Borussia Dortmund and immediately won the Champions League with them, playing both legs of the semi-final against Manchester United but missing out on the Final squad altogether because Matthias Sammer returned from injury to claim his place. Feiersinger also won the Intercontinental Cup with Dortmund later that year.