Almeyda would play in the Italian Serie A in the following eight years, successively representing S.S. Lazio, A.C. Parma and Inter Milan. He spent three seasons in Rome with Lazio, becoming a firm fan favourite especially after scoring a 35-yard goal against Parma's Gianluigi Buffon, his only of the 1999–2000 campaign, which ended with league and Coppa Italia conquest. Additionally, he was voted the competition's best player in 1998–99, and also won – as a starter – the last UEFA Cup Winners' Cup, against RCD Mallorca, and was often partnered with compatriot Juan Sebastián Verón in the heart of midfield by manager Sven-Göran Eriksson in his 4–4–2 formation, with Verón providing the creativity and Almeyda the strength.