In the 1999–2000 season he led Lazio to the "Scudetto" and Coppa Italia, winning the double. During the 2000–01 season, under Dino Zoff, Lazio won the Supercoppa Italiana and finished third in Serie A. Nesta's performances and success for Lazio during this period earned him three consecutive Serie A Defender of the Year awards between 2000 and 2002. Financial problems for Lazio and its then-president Sergio Cragnotti led to the sale of Nesta to Milan in 2002. Nesta left the club with a backlog salary of €2 million, half of which were converted into shares of the "Biancocelesti" club.