Palermo's first season in Serie A was very successful as the club managed a very impressive sixth-place finish, losing just nine matches and also qualifying for the UEFA Cup. Grosso contributed as a regular starter, making 36 league appearances, also scoring a single goal. During the 2005–06 Serie A season, Grosso made 33 appearances for his club as Palermo impressed, finishing eighth in Serie A. He was one of four Palermo players who made Marcello Lippi's 2006 FIFA World Cup-winning squad, but at the conclusion of the tournament, Grosso was sold to Inter Milan.