In 2005, Sullo was forced to temporarily quit football because of a B-cell lymphoma, but fully recovered and returned playing within eight months' time.
[1] Sullo left Messina in January 2007 to join Avellino of Serie C1, with his number 41 shirt being retired in commemoration of his services for the club.
[1] After having won promotion playoffs with Avellino in 2007, he joined Martina, another Serie C1 team, during the summer market.
On 19 June 2019 he took on his first head coaching role, being appointed at the helm of Padova for the club's 2019–20 Serie C campaign.
[4] After a year without a job, Sullo returned into management as the new head coach of newly promoted Serie C club ACR Messina for the 2021–22 season.