Born in Venice to a family of musicians and operatic personnel, he pursued a career mainly as a singer until 1724, when he traveled to Bohemia as a member of the opera company of Antonio Maria Peruzzi, probably his uncle.
Peruzzi had the idea of bringing an Italian opera company to Central Europe to perform first in Prague, then Dresden and Leipzig.
After disagreements with Peruzzi, Denzio was able to supplant him as impresario before the end of the year 1724 and continued productions in the Sporck palace until 1735.
He wrote several full-length librettos, the most significant of which was La pravità castigata (1730), the earliest opera based on the Don Juan tale to use the original setting and characters.
After returning briefly to Venice in 1735, Denzio tried again to mount opera companies in Northern Europe, including in Brussels and Augsburg.