Born in Clichy-la-Garenne, Dielna started his career at Caen before moving to Lorient, where he signed his first professional contract in April 2007, which he described as his greatest sporting joy. However, at Lorient, Dielna struggled to make a breakthrough at Lorient and left the club for Istres, signing a one-year contract in the summer of 2008. Dielna was a first team regular during his time at Istres, making a total of 95 appearances for the Ligue 2 team. He also helped the side win the French national titles during his time there.
He signed for Olympiacos in late May 2012 as a free agent on a three-year contract. However, Manager Leonardo Jardim placed Dielna on a loan list. Immediately after joining Olympiacos, Dielna returned to France, where he joined Sedan on a season long loan. Dielna made his debut for the club, days later after joining the club, in a 2-2 draw against Caen. Dielna would go on to make twenty-five appearance and score two goals against Tours and Arles-Avignon for the club. At the start of the 2013-14 season, Dielna loaned out again to join Ligue 1 side Ajaccio on a season long loan. Dielna went on to make twenty-two appearance for the club, though his spell was overshadowed by claims he fell out with manager Fabrizio Ravanelli. However, at the end of the season, Ajaccio were relegated to Ligue 2 and Dielna announced that he will be returning to Olympiacos. Dielna cited the club's relegation was over injury problems.
On 30 August 2014, Dielna signed a three-year deal with English championship side Sheffield Wednesday. Dielna's move to the club was welcomed by Réda Johnson. Dielna made his debut for the club, where he came on as a substitute for Jacques Maghoma in the last minute, in a 1-0 win over Reading. Then, on 6 December 2014, Dielna scored his first goal for the club after coming on as an 88th-minute substitute and scoring the winner in 93rd minute to win 2-1 over Blackburn Rovers. His good display in the match earned him included Football League Team of the Week for the Championship. Initially out of the first team since joining the club, due to his match fitness and sharpness, Dielna soon established himself in the first team despite facing competitions from Joe Mattock. His performance attracted interests from West Brom and Genoa. Despite this, he continued that run until an injury struck out for the rest of the season. In his first season at Sheffield Wednesday, Dielna made twenty-five appearances and scoring three times in all competitions. In the 2015-16 season, Dielna, however, found himself out of the first team, due to his own injury concern and was dropped out by new Manager Carlos Carvalhal. With his future at the club uncertain, Dielna was told by the club that he can leave the club on loan. He was subsequently loaned out to Slovan Bratislava for the rest of the season. He made his Slovan Bratislava debut, where he came on as a second-half substitute, in a 1-0 win over Železiarne Podbrezová on 5 March 2016. Dielna went on to make six appearances for the club before returning to his parent club at the end of the season. In the 2016-17 season, Dielna was placed on a transfer list by Manager Carvalhal upon returning to his parent club. Amid to being placed on the transfer list, Dielna was disciplined by the club for breaching the club's policy on social media and was subsequently suspended. He remained out of the first team throughout the most of the season. After being told by the club that he can leave the club, Dielna joined Romanian side Dinamo București on loan for the rest of the season. He made his debut for club, starting the whole game, in a 2-1 loss against Concordia Chiajna on 13 February 2017. Although he suffered a muscle injury later in the season, Dielna managed to regained his first team since his return and made seventeen appearances for the side.
Upon returning to his parent club, Dielna was released by the club at the end of the 2016-17 season.
After being released by Sheffield Wednesday, Dielna was linked a move to Dinamo București. Instead, Dielna signed with Major League Soccer side New England Revolution on 28 July 2017. New England released Dielna at the end of their 2018 season.