[1] Following his retirement from playing football, Menichini became a coach, serving alongside Carlo Mazzone from 1993 to 2003 with top-flight teams such as Cagliari, AS Roma, Napoli, Bologna, Perugia and Brescia.
[2][3][4] In February 2005, Menichini returned into football, replacing Salvo D'Adderio at the helm of Sassari Torres, who were in danger of relegation in the Serie C1,[5] and then leading his side to maintain their own place in the third-highest Italian division.
[6] Menichini then moved to Albania as head coach of KF Tirana in 2005–06; he was, however, sacked in November 2005 due to disagreements with the board, leaving the club in second place.
[8] In April 2008, Menichini was appointed as the new head coach of Serie C2 promotion hopefuls Lumezzane, replacing Mario Petrone, who was sacked following a string of four consecutive defeats.
[18] After departing from Turris by the end of the season, on 7 October 2024 Menichini returned to his native Tuscany, taking over at fellow Serie C club Pontedera.