He is mostly remembered for his lengthy and successful spell with AC Milan, where he played alongside Baresi, Maldini, Costacurta, and Tassotti, forming a strong defensive line-up under managers Arrigo Sacchi and Fabio Capello, in the teams which were respectively known as The Immortals and The Invincibles; during his 15 seasons with the club, he won five Serie A titles and three UEFA Champions League titles, among other trophies.

He was initially an important member of the starting line-up alongside teammates Franco Baresi, Mauro Tassotti, and Paolo Maldini, featuring in what is considered to be one of the greatest defences of all time.

However, due to injuries, and the emergence of Alessandro Costacurta in his position, he began to find less space in the starting line-up, and was usually used as a substitute in later years, although he was still able to contribute to important victories with the club, notably helping Milan to keep a clean-sheet with a dominant defensive performance, as they defeated Barcelona 4–0 in the 1994 UEFA Champions League Final.

[11][12] Before joining the Milan senior side, Galli initially made his professional debut whilst on loan with Pescara during the 1982–83 season.

[15] A composed, consistent, intelligence, tenacious, and tactically versatile player, with excellent technique, distribution, Galli was known for his man-marking ability and defensive awareness; an attentive player, he excelled at reading the game, and was usually used as a centre-back, although he was often called on to fill in at any defensive position, and also played at right-back, and as sweeper on occasion.