Lundekvam began his career with Brann before moving to English side Southampton in 1996 where he played until his retirement in 2008. He made a total of 413 appearances for the club where 290 was in the Premier league, making him the Norwegian with the most appearances in the league. He notably played for Southampton in the 2003 FA Cup Final against Arsenal. Lundekvam was capped 40 times for Norway and often captained the national team.