Born in Mumbai, Maharashtra, Bheke started to play football for his school teams before joining the under-19 squad of Mahindra United. Bheke found it tough to mix his football career with his school studies and once he made the Mahindra United U19 side, he found it harder. Bheke then joined his first professional club, Air India, and played for them from 2011 to 2013. After Air India were expelled from the I-League, Bheke joined Mumbai Tigers. He played for them in small cup competitions before leaving the club.
In January 2014, Bheke returned to the I-League after he signed for Mumbai. He made his debut for the club on 15 January against Mohun Bagan in the Federation Cup. He came on as a substitute for Pappachen Pradeep as Mumbai lost 1–0. He went on to make eight appearances for the club that season and before the next season was awarded with a contract extension. Bheke scored his first professional goal on 7 April 2015 against Bengaluru at the Sree Kanteerava Stadium. His 67th-minute goal put Mumbai in the lead but Robin Singh managed to equalize two minutes before stoppage time to end the game 1–1.
After two seasons with Mumbai, Bheke signed for fellow I-League side, East Bengal. On 5 September 2015, Bheke scored for East Bengal against arch-rivals, Mohun Bagan, during a Calcutta Football League match at the Salt Lake Stadium. His goal helped East Bengal achieve a 4–0 victory.
After a good performance for Mumbai during the 2014–15 I-League season, Bheke was one of the available players during the 2015 Indian Super League domestic draft. Unfortunately, Bheke was not chosen in the draft. However, in September 2015, it was revealed that Bheke had joined the Kerala Blasters for their pre-season camp and eventually he signed with the club on loan from East Bengal. Bheke made his debut for the club during their opening fixture against NorthEast United on 6 October 2015. He started and played 90 minutes as Kerala Blasters won 3–1.
Bengaluru
Bheke was picked by Bengaluru in Round 4 in 2017–18 ISL Players Draft. In February 2018, Bengaluru extended his contract till 2021. Bheke scored the deciding goal in the 2018-19 Indian Super League Final in 117th minute to win the first Indian Super League trophy for Bengaluru. He played in all of Bengaluru’s league games that season, with 20 games and 3 goals in the ISL.