At the start of the 2001–02 season, Manager Fabio Capello was impressed with Zebina's performances and skills and Roma bought him outright in July 2001. He started in the Italian Supercup against Fiorentina and helped the club keep a clean sheet, in a 3–0 win to win the competition. Since the start of the 2001–02 season, Zebina continued to regain his first team place, rotating in playing either the right–back position or centre–back position. He made his UEFA Champions League debut against Real Madrid on 11 September 2001 and won a penalty, which Francesco Totti successfully converted the penalty kick, as Roma lost 2–1. Zebina helped the club keep three consecutive clean sheets between 29 September 2001 and 16 October 2001 against Juventus, Perugia and Lokomotiv Moscow. He, once again, helped Roma keep three clean sheets out of the club's four matches between 16 December 2001 and 6 January 2002. However, in the second half of the season, Zebina found himself in and out of the starting line–up for Roma. He was also suspended on three occasions, including one against Inter Milan for slapping Álvaro Recoba, losing 3–0 on 24 March 2002. After serving a three match suspension, Zebina lost his first team place, as the club eventually surrendered their league title to Juventus at the end of the 2001–02 season. At the end of the 2001–02 season, he went on to make thirty–seven appearances in all competitions.