In 2000, he took charge of Serie A newcomers Brescia in 2000, where he had the opportunity to coach Roberto Baggio, and subsequently also Andrea Pirlo, Luca Toni, and Pep Guardiola. During his first season with the club, he helped the club to avoid relegation for the first time in 40 years, leading them to their best ever Serie A finish to qualify for the 2001 UEFA Intertoto Cup, where they reached the final. At Brescia, Mazzone is also remembered for making a ground-breaking decision, becoming the first coach to deploy Pirlo in a deeper creative role, as a deep-lying playmaker, rather than as an offensive midfielder (the role which Baggio occupied; Pirlo particularly excelled in this new role, due to his technique, vision, and long passing ability, and went on to have a highly successful career, earning a reputation as one of the best ever players in his position. The following season, Mazzone was at the centre of controversy, however, when, on 30 September 2001, during a league match against rivals Atalanta, he ran for about 70 meters and screamed towards the Atalanta supporters, guilty of having offended him for the entire match long with personal insults, after his team tied the score in the final minutes. That season, Brescia once again managed to avoid relegation, and also reached the semi-finals of the Coppa Italia, their best ever result in the competition. In 2002, Mazzone was awarded the Panchina d'Oro award, in honour of his career.