During his career, Della Vedova was member of the European Parliament for the Bonino List (1999–2004) – the electoral successor of the Pannella List –, candidate for President of Lombardy (2000), president of the Italian Radicals (2001–2003), founder and president of the Liberal Reformers (2005–2009) – which was then re-booted as Libertiamo –, member of the Chamber of Deputies for Forza Italia (2006–2008), The People of Freedom (2008–2011) and Future and Freedom (2011–2013), member of the Senate for Future and Freedom (2013), Civic Choice (2013–2015) and the Mixed Group (2015–2018), and under-secretary at the Ministry of Foreign Affairs in Renzi Cabinet (2014–2016) and Gentiloni Cabinet (2016–2018).

More specifically, from 2001 to 2003 Della Vedova was president of the Italian Radicals, a party launched after the defeat of the Bonino List in the 2001 general election.

In 2003 he was the strongest challenger to Daniele Capezzone for the leadership of the party, on a platform based on free-market economic liberalism and the hidden proposal of joining Silvio Berlusconi's centre-right House of Freedoms coalition, but was soundly defeated.

In 2017 Della Vedova launched Forza Europa and later, in the run-up of the 2018 general election, he was a founding member of More Europe, part of the centre-left coalition.

On 1 March 2021, he was appointed Undersecretary at the Ministry of Foreign Affairs and International Cooperation in the Draghi Cabinet.