Born in Badia Polesine, Veneto, Piccolo started his career at Veneto club Padova, about 50 km to his born place. In September 2002, he joined Milan youth teams. He played his first and only match for A.C. Milan first team on 24 May 2003, the last Serie A match of the season and the match before 2003 UEFA Champions League Final and 2003 Coppa Italia Final. In the match, he partnered with Alessandro Matri and neither one scored. The match ended with 2-4 lost to Piacenza as Milan almost rested all the regular starter.