Sjoberg made his debut for Leicester in a 2–1 victory at Cardiff City in October 1960 and was an almost ever-present in the great Ice Kings side of 1962/63, including playing in the final at Wembley, where City lost 3–1 to Manchester United, and the following season he was a member of the Leicester side that won the League Cup, securing the Foxes their first major trophy. He also helped them win the 1971 FA Charity Shield.