After a playing career at the lower levels in France and Germany, and having already had failed trials at Port Vale, Gillingham, and Bournemouth, Dia joined non-league club Blyth Spartans, where he made only one substitute appearance - on 9 November 1996 in a Northern Premier League game against Boston United.
Days later, Dia was signed by Southampton manager Graeme Souness, after Souness received a phone call purporting to be from Liberian international and former FIFA World Player of the Year, George Weah. "Weah" told Souness that Dia was his cousin, had played for Paris Saint-Germain, and had played 13 times for his country. Actually, none of this was true, and the phone call was made by a fellow university student of Dia's to Souness, suggesting that he should give Dia a chance with the Saints. Nonetheless, Souness was convinced, and signed Dia on a one-month contract.
Dia played just one game for Southampton, in the number 33 shirt, against Leeds United on 23 November 1996; he had originally been scheduled to play in a reserve friendly against Arsenal, but the match was cancelled due to a waterlogged pitch. In the match against Leeds, he came on as a substitute for Matthew Le Tissier after 32 minutes, but his performance was spectacularly below Premier League quality. He was later substituted (for Ken Monkou) after playing for 53 minutes; Leeds won the match 2–0.
Le Tissier himself recalled the story in a television interview, telling that Dia spent only a weekend at the club. He first came down to train with the team on Friday morning and that he "didn't look very good" and Southampton players thought that they would "never see him again", but then, on the next day, Dia was surprisingly named to the subs' bench. His performance on the field after he came on to replace Le Tissier "was unbelievable. He ran around the pitch like Bambi on ice; it was very, very embarrassing to watch." Yet, according to the team's physiotherapist, on Sunday morning Dia "turned up for treatment of an injury", and "then he left, and we never saw him again ... nobody knows where he went."
Dia was released by Southampton two weeks into his contract. He briefly played for non-league Gateshead, before leaving in February 1997. Dia only played a handful of games for the North East outfit, including a 1–0 win at Slough Town, where he came off the bench to replace Paul Conlan on 74 minutes, before being substituted eleven minutes later.
