In the following summer he was signed by 2001 Italian champions A.S. Roma for 33 billion lire in 5-year contract, worth 3,372.2 million lire per season, (signed in June 2001; about €17,043,078 transfer fee and €1.742 million wage; paid via 27,000 million lire cash and Alessandro Rinaldi), winning the Supercoppa Italiana in his first season. He was initially a backup to Francesco Antonioli, but midway through the 2002–03 Serie A season, he became the club's first choice goalkeeper under Fabio Capello, helping Roma to reach the 2003 Coppa Italia final. During the 2003–04 Serie A season, Pelizzoli conceded the fewest goals in the entire Serie A behind a defensive force which consisted mainly of Cristian Panucci, Walter Samuel, Christian Chivu and Vincent Candela, as Roma finished the season in second place; during the season, he also managed what is currently the 5th longest consecutive run without conceding a goal in Serie A, setting a 774-minute unbeaten streak. Despite his performances, he was not picked for the Euro 2004 (although he was included in the Italian Olympic squad instead, helping the team to a bronze medal), but looked set to become a long-term first choice in Roma. However, his subsequent unstable performances gave Gianluca Curci and Carlo Zotti the chance to play during the 2004–05 Serie A season.