Nesta was first discovered by Francesco Rocca, a scout for Roma, but his father, a Lazio fan, turned down the offer. He began his youth career with Lazio in 1985, playing in various roles, including as a striker and midfielder, before being placed in the role of a defender. In the 1993–94 season he was called up to the first team, and on 13 March 1994 he made his debut in a 2–2 away draw against Udinese; Nesta came on for Pierluigi Casiraghi during the 78th minute.