Delvecchio was born in Milan, Italy, where he started his professional career with Inter (1992 and 1994–95). He went on to represent Venezia (1992–93) and Udinese (1993–94) before joining Roma in 1995. His career reached a high when he transferred to Roma, becoming a key player at the club. He notably won the "Scudetto" with Roma in 2001, followed by the 2001 Supercoppa Italiana, under manager Fabio Capello, alongside forwards Francesco Totti, Gabriel Batistuta, and Vincenzo Montella. He also reached the Coppa Italia Final with Roma during the 2002–03 season. He subsequently played one season for Brescia in 2004–05, and was then bought by Parma in 2005. In 2006, Parma released him and he went on to join Ascoli on a free transfer.