Salihi was most recently with Rapid Vienna of Austria's top division. During the team's current campaign, he has scored 11 goals in 15 matches (all competitions). In three total years with Rapid Vienna, he has tallied 53 goals in 90 total matches (all competitions). While at Rapid Vienna, Salihi was a teammate of current D.C. United midfielder Branko Boskovic.
The Albanian forward's career began with his hometown side KS Vllaznia Shkodër in 2002. Over three campaigns with the team, Salihi tallied 30 goals in 53 matches (all competitions).
In 2005, Salihi moved to Panionios in Athens Greece. He played in just six matches before returning to Albania to join KF Tirana prior to the 2005-06 season. He captured the Golden Boot as the league's top scorer, helping his team to the National Cup – the Albanian Superliga championship. Two campaigns with Tirana saw Salihi tally an impressive 42 goals in 52 matches (all competitions).
Midway through the 2006-07 campaign, Salihi moved to SV Ried of Austria's Bundesliga, tallying six goals in 16 games with his new side. During the next two full campaigns, he notched 30 goals in 65 matches (all competitions). Salihi began the 2009-10 campaign with SV Ried and scored two goals in seven matches before a mid-season move to Rapid Vienna. Over 31 total matches (all competitions) with his new side, he scored 17 goals. The 2010-11 season saw Salihi tally 25 goals in 44 matches (all competitions).
Salihi has also been an important part of the Albanian National Team, scoring nine goals in 37 senior team matches. In 2011, he had his best year to date with Albania, tallying three goals in ten international games.