Gaudio was a longtime assistant under Skip Prosser, serving under him beginning at Wheeling Central Catholic High School in West Virginia and eventually following him to Xavier University in Cincinnati, Ohio and later to Wake Forest University in Winston-Salem, North Carolina; after Prosser's death in 2007, Gaudio was hired to succeed him and remained there as head coach until 2010.

[1][2] In addition to his time at Wake Forest, Gaudio also served as head coach of the boys’ basketball team Wheeling Central Catholic High School (succeeding Prosser), as well as the men's teams at the United States Military Academy in West Point, New York and Loyola University in Baltimore, Maryland (where he again succeeded Prosser).

After seven years with ESPN and out of coaching, Gaudio was hired by Chris Mack to be an assistant for the Louisville Cardinals men's basketball team.

[7] On March 18, 2021, Gaudio's contract was not renewed after Mack hinted at a staff shake-up during his season-ending press conference.

Gaudio was then charged with one federal count of attempting to extort money and other things of value from the University of Louisville, according to information released by Michael Bennett, the acting U.S. Attorney for the Western District of Kentucky.