Sanzogno was born in Venice, where he studied the violin with Hermann Scherchen and composition with Gian Francesco Malipiero at the Liceo Musicale.
He conducted the Gruppo Strumentale in concerts in Italy and abroad before becoming resident conductor at La Fenice in Venice in 1937, and the RAI Milan Symphony Orchestra soon afterwards.
A specialist of contemporary works, he conducted at La Scala the premieres of Milhaud's David, Poulenc's Dialogues des Carmélites, Walton's Troilus and Cressida, Shostakovich's Lady Macbeth of Mtsensk, Berg's Lulu, Britten's A Midsummer Night's Dream, Prokofiev's The Fiery Angel, while abroad, notably in Britain, he introduced several works by Italian composers such as Malipiero, Dallapiccola and Pizzetti.
In 1955, he inaugurated the Piccola Scala, where he conducted several revivals of 18th century works by composers such as Piccinni, Paisiello, Cimarosa, etc.
His compositions include two symphonic poems, I quattro cavalieri del'Apocalisse (1930) and Vanitas (1931), and concertos for viola (1935) and cello (1937), as well as music for chamber ensembles.