Before joining the Milan senior side, Galli initially made his professional debut whilst on loan with Pescara during the 1982–83 season. Following his time with Milan, he was sold to Reggiana in 1996, another Serie A team. After two seasons with Reggiana, he moved to Brescia for two seasons, helping the club to Serie A promotion, during the 1999–2000 Serie B season, and subsequently helping the team to avoid relegation and qualify for the 2001 UEFA Intertoto Cup the following season, playing alongside Roberto Baggio, under manager Carlo Mazzone. At the age of 38, he successively spent a season at Watford whilst Gianluca Vialli was the team's manager, scoring once against Walsall.