After coaching at the Calder Cannons and the Northern Knights in the TAC Cup competition, Sexton joined St Kilda Football Club as a development coach in 2006. After two years, Sexton transitioned into the role of development manager, during which he oversaw the development and welfare programs for two years. After a brief stint as opposition analyst, Sexton was once again on the coaching front line, taking care of the backline as assistant coach in 2012 and 2013, before incorporating the midfield in 2014. In 2015, Sexton was appointed Director of Coaching, a position he still holds.