Muzzi started his career with A.S. Roma, making his debut in Serie A on 11 February 1990, in a league match against Inter ended in a 1–1 tie, and scoring his first goal the following season. With Roma, he won the Coppa Italia in 1991, also helping his side to reach an all-Italian UEFA Cup Final that season, losing out to Inter, also missing out on the 1991 Supercoppa Italiana, which was won by Sampdoria.