Grabbi's prolific season with Ternana saw him attract attention of various Serie A clubs, including Udinese and AC Milan. But apparently Luciano Moggi of Juventus, who had previously pressured Grabbi to change his agent and join GEA World with no success, made it impossible for Ciccio to play in Italy, so in 2001 he was signed by Blackburn Rovers for a record fee of £6.75 million in July 2001, but due to injuries and personal reasons, he failed to repeat this progress, scoring just once in fourteen league games, his goal coming in a 1–0 win over Everton. He scored once more before going on loan to Messina, in the FA Cup against Barnsley. Leaving the club on loan meant he missed out on their victory in the 2002 League Cup Final. Grabbi's move to Blackburn is widely regarded as one of the worst transfers in the history of the Premier League.