His experience in Parma was positive and provided ample opportunity for Frey to demonstrate his talent and justify the trust placed in him by the club. He became a key element of the squad and regularly played in the UEFA Cup. Frey won the 2001–02 edition of the Coppa Italia with Parma, leading the club to win the title for the third time since 1992; however, Frey never played in the tournament with Cláudio Taffarel preferred for the final. In the 2002 Supercoppa Italiana, however, Frey started in goal against Juventus, but could not help his team to avoid losing 2–1 to the league champions.