He was then signed by Italian powerhouse Juventus in 1987, with whom he played until 1992 (except for a season loan at Bologna in 1988–89), winning a Coppa Italia–UEFA Cup double in 1990.

He then served as head coach for a number of Serie C2 teams (Imolese, Massese, SPAL); however it was not until his combination with Antonio Conte at Siena where his talents were truly noticed.

At Juventus, Alessio enjoyed three consecutive years of Serie A domination, with three league titles and two Italian Super Cups.

After three years at Juventus, in which he once managed as caretaker from October 2012 to December 2012, he again joined Conte at the Italy national football team.

[2][3] In January 2019 he confirmed his intention to start a career of his own as a head coach, thus effectively ending his long-time collaboration with Conte.