Dayna Sean Stephens was born in Brooklyn on August 1, 1978 and grew up across the bay from San Francisco. The first musician he points to is not a record but a relative: his maternal grandfather, Elbert Bullock, who had played saxophone professionally in the 1950s and was persuaded to take the horn out again once his grandson started playing. Stephens has described what he heard that day, a big warm vibrato, as the sound he has been chasing since. He picked up the saxophone at twelve and studied with the Bay Area teacher Dann Zinn, and he came up through a dense local ecosystem of programs and jam sessions: classes at UC Berkeley, the Stanford Jazz Workshop, where Kenny Barron was one of his teachers, and Oakland clubs where he sat in with players decades older than he was. His first professional work was with Bay Area figures including the pianist Ed Kelly and the trumpeter Khalil Shaheed.

He was a standout tenor player at Alameda High in the mid-1990s, and when the school's band director walked out at the start of his junior year he and a friend ran the jazz ensemble themselves. Wanting harder training, he transferred to Berkeley High for his senior year and became one of the leading lights of a jazz program whose alumni already included Joshua Redman, Peter Apfelbaum, Benny Green, Craig Handy and Steven Bernstein. Charles Hamilton, who ran the band, named him his most promising player. He graduated in 1997, went to Berklee College of Music on a full scholarship, and then won a place in the Thelonious Monk Institute of Jazz, the two-year conservatory program then based at the University of Southern California, auditioning for a panel that included Wayne Shorter, Herbie Hancock and Terence Blanchard, who ran it. He was admitted in 2001 alongside the bassist Massimo Biolcati and finished in 2003.

It was as an undergraduate that he was diagnosed with focal segmental glomerulosclerosis, a rare disease of the kidney that would shape the next two decades of his working life. He moved to New York and built a reputation quickly, on bandstands with the trumpeter Tom Harrell, the drummer Winard Harper and Barron, who invited him to play at Jazz at Lincoln Center and later took him into his quintet. He waited a long time before recording under his own name. The Timeless Now, cut for CTA Records and released in May 2007 when he was twenty-eight, is a quartet with the pianist Taylor Eigsti, Ben Street and Eric Harland, with John Scofield guesting on three tracks; all but two of the pieces are his own, one of them a rebuilt "Evidence" that he retitled "Smoking Gun".

In June 2009 he began dialysis. It lasted six years, tethered him to the New York area and effectively ended his international touring, and it is the background to the most productive stretch of his discography rather than an interruption of it. Between 2011 and 2015 he made seven albums as a leader or co-leader: a Scandinavian date, A Week Ago Today, with the drummer Andre Sumelius; two for Gerry Teekens's Criss Cross Jazz, Today Is Tomorrow (recorded at Systems Two in Brooklyn on October 27, 2011) and I'll Take My Chances (January 23, 2013); the sextet-plus-voice That Nepenthetic Place for Sunnyside, taped back in January 2010 with Ambrose Akinmusire, Jaleel Shaw, Eigsti, Joe Sanders, Justin Brown and Gretchen Parlato; the two Emeryville Sessions organ dates; and Reminiscent, a two-tenor meeting with Walter Smith III. The record that changed his profile was Peace (Sunnyside, 2014), produced by Matt Pierson, a programme of ballads, film themes and standards played by a band of Brad Mehldau, Julian Lage, Larry Grenadier and Harland. In February 2013 that circle put on a benefit for him at Piedmont Piano in Oakland, Eigsti's quartet joined by the Brubeck Institute Jazz Quintet, with the proceeds going to his treatment. His aunt donated the kidney, and he had the transplant in October 2015.

What followed was a decade of running his own affairs. He founded the label Contagious Music and made Gratitude (2017) its second release and his first self-produced record, reconvening the Peace quartet; the label's next project was the debut album by the Israeli pianist Eden Ladin, Yequm, which came out that October with Stephens on tenor and EWI. Two live and studio trio and quartet records followed in 2020, Liberty, taped at the Van Gelder studio with Street and Harland, and the double album Right Now! Live at the Village Vanguard, with Aaron Parks, Street and Gregory Hutchinson. He co-founded the electric band Pluto Juice with the Toronto drummer Anthony Fung and put its album out on Contagious in July 2021. Closer Than We Think, produced by Jeremy Pelt for Cellar Music, was recorded in Long Island City on May 7, 2023 with a young band of Emmanuel Michael, Kanoa Mendenhall and Jongkuk Kim. In 2019 he had also co-led Change of Heart with the Israeli bassist Tal Gamlieli, a suite the two wrote as music about peace that never says the word.

Two projects from 2025 show how far his instrumental range now runs. Hopium is a quartet record with Parks, Street and Hutchinson; Monk'd, taped in 2022 and issued that October, is a Monk programme on which Stephens plays not saxophone but double bass, leaving the horn to Stephen Riley and the piano to Ethan Iverson. He had been playing bass in public since at least the years when he backed Roy Hargrove at Yoshi's, having taken lessons from Christian McBride and Robert Hurst. His writing has also grown outward from the quartet: he has composed for the Peninsula Symphony Orchestra and for Berklee, arranged Dave Brubeck's "The Duke" for the Oakland East Bay Symphony in 2013, and in December 2024 premiered Intertwined, a Jazz Gallery commission for jazz quintet and string quintet whose movements include "Neat", "Please Requite" and "Involuntary Tears". It was performed again at Stanford in July 2025. He taught for years at William Paterson University and at the Manhattan School of Music, where he played a faculty recital in November 2024, and in January 2026 he moved his teaching to an online school of his own, Saxophone Improv Universe. He was voted first place for Rising Star Tenor Saxophone in the 2019 DownBeat Critics Poll, two years after finishing second in the same category.

The quality every writer reaches for first is the sound: large, soft and unhurried, with the projection kept up and the edge taken off, which is exactly the balance Stephens says he works at. He learned it partly from his grandfather's vibrato and partly from a listening diet that ran through Stan Getz, Charlie Rouse, Joe Henderson and Mark Turner without settling on any of them, and Harland has argued that the deeper debt is to Wayne Shorter, not in phrases but in the habit of using harmony as narrative. What he says he is hunting for in an improvisation is whatever turns out to be singable, often by way of notes he did not intend, and The New York Times praised the unusual fluency of the result. As a composer he works in long arcs and unstable harmony that resolve into plain melody, which is why his tunes travel: "At Least 37th Cousins" and "You Are Me Blues" both began on Change of Heart before turning up on his own trio and quartet records. He is genuinely multi-instrumental rather than a doubler, moving between tenor, soprano, baritone and alto, taking the double bass chair on a whole album, and treating the EWI as a voice in its own right rather than a novelty, which is what makes the electric band Pluto Juice continuous with the acoustic quartets instead of a detour from them. Baritone, he has said, is his favourite horn of all.