Born in Monza, Galli played for A.C. Milan from 1983 to November 1996, after initially being a member of the club's youth sector. He made his Milan debut in Serie A on 18 September 1983, in a 4–2 home win over Verona. During his 13 seasons with the club, he enjoyed many domestic and international successes under managers Arrigo Sacchi and Fabio Capello, winning five Serie A titles, three European Cups, two Intercontinental Cups, three European Super Cups, and four Italian Super Cups; he also scored 4 goals for the club in 325 appearances: 3 in Serie A, in 217 appearances, and 1 in the Coppa Italia, with his final goal coming against Brescia on 4 September 1991. He was initially an important member of the starting line-up alongside teammates Franco Baresi, Mauro Tassotti, and Paolo Maldini, featuring in what is considered to be one of the greatest defences of all time. He played a key role during Milan's 1987–88 Serie A triumph, as Milan only conceded 12 goals in 30 league games, finishing with the best defence in Italy. However, due to injuries, and the emergence of Alessandro Costacurta in his position, he began to find less space in the starting line-up, and was usually used as a substitute in later years, although he was still able to contribute to important victories with the club, notably helping Milan to keep a clean-sheet with a dominant defensive performance, as they defeated Barcelona 4–0 in the 1994 UEFA Champions League Final.