His first instrument was the flute, which he played at the San Pietro a Majella conservatoire. After graduating, he began performing with the Gruppo Operaio 'E Zezi di Pomigliano d'Arco, playing at numerous festivals and recording a few albums.
Sepe soon, however, became more interested in jazz and learned to play the saxophone. He continued recording and began performing with many prominent musicians, like Nino D'Angelo, Gino Paoli, Eduardo de Crescenzo, Mia Martini, Teresa de Sio, Roberto de Simone, Peppino Gagliardi, Nino Bonocore and Roberto Murolo. His band, which played under several names, varied widely, from purely wind instruments to big bands. He also composed music for the theatre, cinema and ballet.