A talented and determined player, Massaro was gifted with pace and agility, as well as good physical and athletic attributes. Due to his versatility, work-rate and tactical intelligence, he was uniquely capable of playing in many different positions anywhere on the pitch. Although he is remembered mainly for his performances as a centre forward with Milan, he began his career as a midfielder, and was capable of playing anywhere in midfield; indeed, he was often used as an offensive, central, or defensive midfielder. Throughout his career, he even played as a makeshift defender, both in the centre, or on the flank as a full-back. During his highly successful stint with Milan, he was initially deployed as an outside forward on the left, or as a winger under his Milan manager Arrigo Sacchi, due to his good technique. Massaro was only utilised as a true striker later on in his career, in particular under Milan's subsequent manager Fabio Capello, and also at the 1994 World Cup with Italy under Sacchi, where he was able to find the net more often, due to his finishing ability with either foot, as well as his aerial prowess and heading accuracy; in this position, he was also capable of playing off his teammates and of holding up the ball when playing with his back to goal. Due to his tendency to score decisive goals in closely fought matches, most notably, his brace in the 1994 UEFA Champions League Final, or in the closing minutes of games, he earned the nicknames "Provvidenza" ("providence," in Italian) and "San Massaro" in the media. Describing his career experience at Milan, Massaro once referred to himself as a "supersub," due to his penchant for scoring decisive goals after coming off the bench.