During the Rhodesian Bush War, Valerio trained and served as a ZIPRA military combatant. Valerio left the country in 1973. He received military training at Morogoro under the likes of Retired Brigadier Ambrose Mutinhiri. His alias was Ananias Gwenzi. In 1974 after completing his training in Tanzania him and four others: Elisha Gagisa (Stanely Nleya), Elias Ndou, Abel Mazinyane and Joel Dambudzo were sent to Lebanon where they spent 9 months of rigorous training under the Palestinian Liberation Organization at Jalub. He even saw combat against the Israelis.