During his time with Lazio, he won one Scudetto, three Coppa Italia, two Supercoppa Italiana and the UEFA Super Cup, as well as establishing himself as a fan favourite.

However, he was not always chosen to start for the team and the arrival of Fabio Grosso after the 2006 FIFA World Cup meant he was deemed surplus to the squad and as a result, did not have his contract renewed at the end of the 2006 season.

[5][6] Favalli was then subsequently signed by Milan on a free transfer, as a replacement for his former Lazio teammate Giuseppe Pancaro, but once again, with players such as Kakha Kaladze and Paolo Maldini ahead of him in the ranks playing left-back, he would spend the seasons mainly on the bench.

He was affectionately nicknamed Favallinho by Milan supporters after he scored his only two goals of the 2006–07 Serie A campaign in back-to-back wins over Empoli and Messina in April 2007.

[11] Italy performed below expectations and exited at the group stage on direct encounters, following a three-way five point tie with Sweden and Denmark; the later two sides qualified for the quarter-finals at their expense.