As a very young child he toured northern Italy playing the congas in the Zegna Big Band of his father Ilario.
The late 1970s and 1980s saw him collaborating with various musicians including Buddy Tate, Eddie "Lockjaw" Davis, Sweets Edison, Bob Berg, Bob Haggart, Gil Goldstein, Lee Konitz, George Coleman, Steve Grossman and Kay Winding.
In 1996 Zegna finally released his first solo piano album Andalusa to critical and artistic acclaim, and another soon after with a trio, entitled Green Dolphin Street.
In 1999 he was invited to play with Paul Jeffrey at the Savoy Club in New York City and at the Duke University in Durham, North Carolina.
In 2007, he worked as arranger and pianist on the theatrical production of Marilyn Monroe in Jazz with the English singer Joanna Rimmer.