On 17 June 2016, Cassierra signed a five-year contract with Dutch club Ajax, lasting until 2021. The club paid Deportivo Cali €5.5 million to complete the transfer. Cassierra is the second Colombian player after Daniel Cruz (2000–2003) to play for Ajax and also Davinson Sánchez. He scored a goal in his Eredivisie debut against Sparta Rotterdam in a 1–3 win.
Cassierra spent the majority of the 2017–18 season playing for the reserves' team Jong Ajax, in the Eerste Divisie. He finished as top scorer of the reserves team with 18 goals scored, helping his side to clinch their first championship since joining the professional ranks and competing in the second tier of Dutch football.