Step 1: Identify the direct speech.
Direct speech: Sachin said to his senior, "What should I do, Sir?"
Step 2: Conversion into indirect speech.
In indirect speech, the question "What should I do?" becomes a statement. The pronoun "I" is replaced with "he," and the word "Sir" is omitted, as it's an address. The verb "should" remains the same.
Indirect speech: Sachin asked his senior what he should do.
Final Answer: \[ \boxed{\text{Sachin asked his senior what he should do.}} \]