Muzzi joined Udinese during the 1999–2000 season, spending four more seasons with the "zebrette"; in total, he played 103 games for the club, scoring 39 goals, winning the 2000 UEFA Intertoto Cup, which enabled the Friuli side to qualify for the UEFA Cup the following season. He then returned to Rome to join Lazio for the 2003–04 season; although he was not a regular first-team member, his performances often proved to be decisive on the pitch, as shown by his goal which enabled Lazio to avoid relegation during the 2004–05 season; during his time with the club, he won the 2003–04 Coppa Italia, also reaching the semi-finals of the 2003–04 UEFA Cup, but missed out on the 2004 Supercoppa Italiana to Milan. In September 2005, he joined Serie B side Torino, and was one of the protagonists in the "granata"'s return to the top flight. His second season with Torino, now in Serie A, saw Muzzi scoring only 3 goals.