Rossi, a sports science graduate with honours, took his first coaching job in 1990, aged 29, at Torremaggiore, of Promozione league, immediately winning the championship.

After an unlucky comeback to Foggia, and a sixth place in Pescara, Rossi returned to coach Salernitana in 1997, leading the team to its second Serie A promotion in history.

He left Lecce in 2004 to be replaced by his maestro Zděnek Zeman, who was head coach at Foggia during Rossi's times in leading its youth team.

Despite not saving Atalanta, his good efforts at the helm of the Dea club gained interest from Lazio, who appointed him as replacement for Giuseppe Papadopulo.

On 8 June 2009, Delio Rossi was announced to have left Lazio because of personal reasons allegedly linked to an unstable working relationship with chairman Claudio Lotito.

On 23 November 2009, Rossi returned into management as new head coach of Palermo, replacing Walter Zenga at the helm of the rosanero.

[2] He immediately managed to turn the fortunes of Palermo, guiding the Sicilians to quickly rise up the Serie A league table also thanks to surprise results such as two 2–0 away win against teams such as AC Milan and Juventus, and ending the season in fifth place with only one point behind fourth-placed Sampdoria who were admitted to the UEFA Champions League third qualifying round at the rosanero's expense.

Rossi was sacked on 28 February 2011 by club president Maurizio Zamparini following a record 0–7 home loss to Udinese; he was replaced by Serse Cosmi.

On 7 November 2011, Rossi returned into management as new head coach of Serie A club Fiorentina, replacing Siniša Mihajlović, dismissed because of poor results.

On 2 May 2012, during a home game against 19th-placed Novara, Rossi decided to substitute Serbian striker Adem Ljajić in the 32nd minute with Fiorentina losing 0–2.

[10] He guided Bologna to win the promotion playoffs, defeating Pescara in the finals, and was confirmed for the club's successive Serie A campaign.

[12] After a string of 6 matches without victory, losing the final of the Bulgarian Cup and also a shock exit from Europa League at the hands of Vaduz, Rossi was released from his duties on 25 July 2018.