He emerged as a tenacious, hardworking, consistent, and versatile defensive midfielder during his time at the club, who was capable of playing in several positions.

[3][6] As Dino Baggio had previously played for city rivals Torino, however, the Juventus fans were not initially pleased by the transfer.

[10] Baggio stayed with Parma until the end of the 1999–2000 season, helping the club to a fourth-place finish, and narrowly missing out on an UEFA Champions League spot following a play-off defeat to Inter.

Baggio committed a foul on Gianluca Zambrotta, and was shown a controversial straight red card by referee Stefano Farina.

He was also prevented by Luciano Nizzola, the FIGC president at the time, from taking part in Italy's friendly match against Sweden, on 23 February 2000.

[12] In October 2000, Baggio was sold to the newly crowned Serie A champions Lazio for 10 billion Italian lire, along with Nestor Sensini.

[16] He made his first appearance for the club as a substitute in a 3–1 home defeat to Liverpool in the Premier League on 13 September,[17] while his first start for the team came on 24 September, in a 3–1 away defeat to Gençlerbirliği, in the first round of the UEFA Cup;[18] the following month, the team exited the competition following a 1–1 draw in the second leg, during which Baggio made a substitute appearance, replacing compatriot Corrado Grabbi.

[19] Baggio's manager at Blackburn, Graeme Souness, employed him in an unfamiliar forward role occasion,[20] however, which had a negative impact on his performances.

[21] Due to his negative performances throughout the first half of the season, Souness attempted to have Baggio return to Italy on loan to newly promoted Serie A side Ancona in January 2004, but the player initially rejected the deal.

[24] At youth international level, Baggio won the 1992 European U-21 Championship with the "Azzurrini", and in the same year, he took part in the 1992 Summer Olympics in Barcelona with the Italian Under-23 side, under manager Cesare Maldini.

Baggio made his international debut with the senior Italian squad under Arrigo Sacchi, on 21 December 1991, at the age of 20, in a 2–0 victory against Cyprus, in Foggia.

[32] A tall, aggressive and dynamic defensive midfielder, he was gifted with physical strength, tackling ability, pace, positional sense and stamina, as well as solid technique, good vision and reliable distribution, which also enabled him to aid his team creatively and start attacks after winning back possession, despite not being the most naturally gifted player on the ball.

[36] Despite functioning primarily as a ball-winner, who would then supply the ball to more creative midfielders, he was also able to contribute offensively and score goals due to his ability to make late attacking runs into the area, as well as his proficiency in the air and his accuracy with his head;[37] he also had a penchant for scoring from powerful, accurate shots and volleys from distance, courtesy of his striking ability, in particular from outside the penalty box.