In 1991, he made his debut as a director with the short film "Thanks" (), presented at the Turin Film Festival. His 1993 short film "Sotto le unghie" was entered at the International Critics' Week section of the 1993 Cannes Film Festival. In 2003, Sollima wrote and directed black-and-white short film "Zippo", which was presented in competition at the 2003 Venice Film Festival and at the Sitges Film Festival.