diff --git a/src/mcp/client/sse.py b/src/mcp/client/sse.py
index 437a0fa24..5d57cc5a5 100644
--- a/src/mcp/client/sse.py
+++ b/src/mcp/client/sse.py
@@ -1,7 +1,8 @@
 import logging
+from collections.abc import Callable
 from contextlib import asynccontextmanager
 from typing import Any
-from urllib.parse import urljoin, urlparse
+from urllib.parse import parse_qs, urljoin, urlparse
 
 import anyio
 import httpx
@@ -21,6 +22,11 @@ def remove_request_params(url: str) -> str:
     return urljoin(url, urlparse(url).path)
 
 
+def _extract_session_id_from_endpoint(endpoint_url: str) -> str | None:
+    query_params = parse_qs(urlparse(endpoint_url).query)
+    return query_params.get("sessionId", [None])[0] or query_params.get("session_id", [None])[0]
+
+
 @asynccontextmanager
 async def sse_client(
     url: str,
@@ -29,6 +35,7 @@ async def sse_client(
     sse_read_timeout: float = 60 * 5,
     httpx_client_factory: McpHttpClientFactory = create_mcp_http_client,
     auth: httpx.Auth | None = None,
+    on_session_created: Callable[[str], None] | None = None,
 ):
     """
     Client transport for SSE.
@@ -42,6 +49,7 @@ async def sse_client(
         timeout: HTTP timeout for regular operations.
         sse_read_timeout: Timeout for SSE read operations.
         auth: Optional HTTPX authentication handler.
+        on_session_created: Optional callback invoked with the session ID when received.
     """
     read_stream: MemoryObjectReceiveStream[SessionMessage | Exception]
     read_stream_writer: MemoryObjectSendStream[SessionMessage | Exception]
@@ -89,6 +97,11 @@ async def sse_reader(
                                             logger.error(error_msg)  # pragma: no cover
                                             raise ValueError(error_msg)  # pragma: no cover
 
+                                        if on_session_created:
+                                            session_id = _extract_session_id_from_endpoint(endpoint_url)
+                                            if session_id:
+                                                on_session_created(session_id)
+
                                         task_status.started(endpoint_url)
 
                                     case "message":
diff --git a/tests/shared/test_sse.py b/tests/shared/test_sse.py
index 28ac07d09..fcad12707 100644
--- a/tests/shared/test_sse.py
+++ b/tests/shared/test_sse.py
@@ -4,6 +4,7 @@
 import time
 from collections.abc import AsyncGenerator, Generator
 from typing import Any
+from unittest.mock import Mock
 
 import anyio
 import httpx
@@ -16,9 +17,10 @@
 from starlette.responses import Response
 from starlette.routing import Mount, Route
 
+import mcp.client.sse
 import mcp.types as types
 from mcp.client.session import ClientSession
-from mcp.client.sse import sse_client
+from mcp.client.sse import _extract_session_id_from_endpoint, sse_client
 from mcp.server import Server
 from mcp.server.sse import SseServerTransport
 from mcp.server.transport_security import TransportSecuritySettings
@@ -184,6 +186,57 @@ async def test_sse_client_basic_connection(server: None, server_url: str) -> Non
             assert isinstance(ping_result, EmptyResult)
 
 
+@pytest.mark.anyio
+async def test_sse_client_on_session_created(server: None, server_url: str) -> None:
+    captured_session_id: str | None = None
+
+    def on_session_created(session_id: str) -> None:
+        nonlocal captured_session_id
+        captured_session_id = session_id
+
+    async with sse_client(server_url + "/sse", on_session_created=on_session_created) as streams:
+        async with ClientSession(*streams) as session:
+            result = await session.initialize()
+            assert isinstance(result, InitializeResult)
+
+    assert captured_session_id is not None
+    assert len(captured_session_id) > 0
+
+
+@pytest.mark.parametrize(
+    "endpoint_url,expected",
+    [
+        ("/messages?sessionId=abc123", "abc123"),
+        ("/messages?session_id=def456", "def456"),
+        ("/messages?sessionId=abc&session_id=def", "abc"),
+        ("/messages?other=value", None),
+        ("/messages", None),
+        ("", None),
+    ],
+)
+def test_extract_session_id_from_endpoint(endpoint_url: str, expected: str | None) -> None:
+    assert _extract_session_id_from_endpoint(endpoint_url) == expected
+
+
+@pytest.mark.anyio
+async def test_sse_client_on_session_created_not_called_when_no_session_id(
+    server: None, server_url: str, monkeypatch: pytest.MonkeyPatch
+) -> None:
+    callback_mock = Mock()
+
+    def mock_extract(url: str) -> None:
+        return None
+
+    monkeypatch.setattr(mcp.client.sse, "_extract_session_id_from_endpoint", mock_extract)
+
+    async with sse_client(server_url + "/sse", on_session_created=callback_mock) as streams:
+        async with ClientSession(*streams) as session:
+            result = await session.initialize()
+            assert isinstance(result, InitializeResult)
+
+    callback_mock.assert_not_called()
+
+
 @pytest.fixture
 async def initialized_sse_client_session(server: None, server_url: str) -> AsyncGenerator[ClientSession, None]:
     async with sse_client(server_url + "/sse", sse_read_timeout=0.5) as streams: