He made his debut in the Russian Premier League for Arsenal Tula on 12 July 2019 in a season-opening game against FC Dynamo Moscow, as a starter.[3]
On 3 September 2020, Banda signed with Maccabi Netanya.[4] On 7 September 2020, Arsenal Tula confirmed the transfer and announced that it is a loan until May 2021.[5] On 6 August 2021, he returned to Israel, joining Maccabi Petah Tikva on a season-long loan with an option to buy.[6]
On 4 August 2022, Banda joined newly promoted Serie A club U.S. Lecce on a permanent deal, signing a four-year deal with an option for a fifth season.[7][8] He then made his debut for the Italian club on 13 August, coming on as a substitute for Federico de Francesco in the 74th minute of a 2–1 league loss against Inter Milan.[9] By doing so, he became the first Zambian player to ever feature in a Serie A match.[9]
On 4 January 2023, Banda was racially abused, together with his team-mate Samuel Umtiti, by a group of away supporters during a home league game against Lazio.[10][11][12][13] The Lazio fans involved kept targeting the two players with racist chants throughout most part of the match,[10][14] with referee Livio Martinelli being forced to interrupt the game for a few minutes during the second half – although the Zambian player had already been substituted at half time.[10][12][13] The game eventually ended in a 2–1 win for Lecce.[11][12] The club's president himself, Saverio Sticchi Damiani, defended both the abused players in the post-match.[10][13][14] Lazio apologised for the behaviour of their supporters by issuing an official statement on social media,[15] while FIFA president Gianni Infantino showed support to Umtiti and Banda through a message on his Instagram profile.[12][13]