Ambrosio played for multiple teams in the Italian leagues from 1991 until his retirement in 2009 (most notably with Serie A sides Atalanta, Sampdoria and Chievo), but also had brief spells in England with Chelsea, and in Switzerland with Grasshoppers.
[3] Ambrosio was signed to be goalkeeping understudy to Carlo Cudicini alongside fellow new-acquisition Jürgen Macho, and so found his playing opportunities limited at Stamford Bridge.
[6] His second appearance, against Bolton Wanderers, proved far more assured as he made a string of impressive saves to secure a crucial 2–0 win for his side.
[8] However, he lost his place in the side to the fit-again Cudicini towards the end of the season and with the signing of another new goalkeeper Petr Čech, he was allowed to leave the club on a free transfer in August 2004.
He later signed for Italian team Salernitana of Serie B on 5 January 2005, replacing Alex Brunner, who left for Cagliari Calcio, and competed with former starter Domenico Botticella.