In January 1998, Sinclair moved to West Ham United for a combined fee of £2.3 million; £2.7 million minus West Ham players Iain Dowie and Keith Rowland moving to Q.P.R as part of the deal. He scored seven goals in the remaining 14 games to help West Ham achieve an eighth-place finish in the Premier League. He was a regular over the next two seasons, but a serious knee injury ruled him out of the final four months of the 2000–01 season. His absence coincided with a loss of form for the team, and by the end of the season manager Harry Redknapp had been sacked. Sinclair recovered in time for the 2001–02 season and featured 34 times, often on the left wing, as he won his bid to play at the World Cup for England in that position.
In total Sinclair spent five years at Upton Park, playing in a variety of positions including wingback, left and right wing and as a striker when called upon. He made 177 league appearances and scored 37 goals including two goals on his West Ham debut, on 31 January 1998, in a 2–2 home draw against Everton.