In January 1998, Zago moved to the Italian capital to join Roma, at the request of the club's manager Zdenek Zeman, who was looking to reinforce the team's defensive line. In his Serie A debut with the club, on 11 February 1998 at Lecce, he was sent off after only a few minutes of play; his performances with the "giallorossi" soon improved, however, and he was able to demonstrate his quality and skill, leading to him being recalled to the Brazilian national side in 1999. Zago played for five seasons with Roma, and was also part of the 2001 "Scudetto"-winning team; Zago partnered with compatriot Aldair and Argentine Walter Samuel to form a sold back-line, which aided Roma in claiming the Serie A title. Due to his success and performances with Roma, Zago still remains a popular figure with the romanista fans, who nicknamed him "Terminator" during his time at the club.