Born in Tandil, Buenos Aires Province, Romeo started his professional career in 1995 with Estudiantes de La Plata, playing exactly 40 Primera División matches.
He blossomed as a top-rate player with San Lorenzo de Almagro, scoring 15 goals in only 17 matches in 2001's Clausura, in an eventual league conquest.
Romeo's performances caught the eye of German club Hamburger SV, and he continued to net at ease abroad, in two complete season plus two-halves, but came out empty in silverware (a DFB-Ligapokal notwithstanding).
Having signed with another team in Spain and La Liga, CA Osasuna, in July 2005,[1] Romeo scored four times[2] in 24 matches as the Navarrese finished fourth, a best ever (tied).
In the following season he was only a backup or third-string, ending up playing in as much games in the league and in the UEFA Cup, netting against Odense Boldklub in a 3–1 home win[3] with his team eventually reaching the last-four in the latter competition.