Since the 1992 season, he spent his career on loan at various Serie C2 clubs, as Inter Milan had more experienced players as their second goalkeeper, such as Beniamino Abate, Luca Mondini, Marco Landucci and Andrea Mazzantini.
He played 26 out of 34 league matches for Fasano, and his performances secured him a move to Livorno, a team with the aim of obtaining promotion to Serie C1.
Although Gualdo finished just above the relegation zone, Nuzzo's performances earned him a place in Inter Milan's first team, as third goalkeeper behind Andrea Mazzantini, but ahead of the young youth products.
In the 1998–99 season, Inter Milan signed Sébastien Frey, which led to Mazzantini's departure from the club in the January transfer window, while Nuzzo remained as the team's third-choice keeper.
In his first season with the team, he played as a backup to Mirko Bellodi and Beniamino Abate, replacing the recently departed Alberto Maria Fontana.