De Sio's first public appearance was when she was five years old in a show at Teatro Verdi in Salerno.

She moved to Terrasini when she was eighteen to live in a hippy commune before relocating to Rome, where she befriended Teresa Ann Savoy and Alessandro Haber, who encouraged her to take up acting.

Her professional debut was in 1976 when Gianni Bongiovanni choose her for the RAI TV film Una donna.

Elio Petri then gave her a part in Mani sporche and Tonino Cervi choose her to star in Il malato immaginario together with Alberto Sordi.

In the early 1980s she met with Massimo Troisi, who cast her in a major role in his second film, Scusate il ritardo (1982).