Born in Lagos, Sunny began his career in Nigeria with Ebedei and Jegede Babes. In 2003, he participated in two youth championships in Sweden and Spain: in the latter he appeared in Madrid's third edition of the Annual Immigrants World Cup, where he impressed so much he was given a five-year-contract with Polideportivo Ejido, in the second division.
Sunny became a regular player for the Andalusia team, making 65 competitive appearances during his two-year spell and signing for Valencia in the summer, but after one season where he was scarcely used, he was loaned to fellow La Liga club Osasuna. In late January 2009, he was linked with a move to England's Portsmouth, but the deal eventually collapsed due to financial complications. On 30 June 2009, after a season which was marred by injury, Sunny was loaned to Betis for one year with a view to a permanent four-year move. He also appeared rarely during the second level campaign, as the Verdiblancos failed to return to the top division. In July 2010, Sunny had a trial in England with newly promoted Premier League side Blackpool, playing in a pre-season friendly against Crewe Alexandra on 27 July and four days later against Bristol City, but nothing came of it.
Sunny spent the first months of the new season training on his own, having been deemed surplus to requirements by Valencia manager Unai Emery. On 19 January 2011 he was again loaned, moving to Numancia from the second level. In the following two years, still in that tier and already as a permanent signing, Sunny was first-choice for the Sorians. On 11 May 2011 he scored his first goal as a senior, netting the 2–1 winner away against Albacete.
On 30 July 2013, Sunny signed a two-year contract with Israeli club Bnei Sakhnin. On 3 January of the following year, he moved teams and countries again, joining Bulgaria's CSKA Sofia after penning a two-and-a-half-year deal.
Sunday, who was born in Nigeria, was eligible to play for Spain under FIFA rules allowing players with dual nationality and without full international caps to switch allegiance before the age of 21. After first appearing for the under-19 side, he was called up by his adopted nation to the 2007 FIFA U-20 World Cup in Canada, playing in four games as the team exited in the quarter-finals. In September 2010, Sunny was called up for Nigeria's 2012 Africa Cup of Nationsqualifier in Guinea, and made his debut in the game as a starter as the Super Eagles lost 0–1.