Born in Galatina, the Province of Lecce, Rizzo started his career at U.S. Lecce in 2001. There, his first and only match played was the last match of the 2001-2002 season, with a 0–3 loss to A.C. Milan after replacing Alberto Savino in the 88th minute. In the summer of 2002, he was exchanged with Cesare Bovo of A.S. Roma in a co-ownership (i.e. 50%) deal, and both tagged for €3M for 50% of the players' rights. He played a season with Roma's Primavera team. In July 2003, he was loaned back to Lecce and bought back in June 2004 for €40,000. Co-currently, Bovo, who was already a regular member of the Italy U21 team, returned to Roma for just €10,000.