Preheat oven to 425 degrees F. Line a baking sheet with foil or parchment paper.
Arrange sausage, peppers, onion, and fennel on baking sheet, drizzle with olive oil, and sprinkle with salt and pepper.
Roast for ~30 minutes until sausage is cooked and vegetables are golden brown, stirring once midway through roasting.
Add baby greens to baking sheet and toss all together.