Coniglio attended La Salle College, a co-educational Catholic high school in Middle Swan.

[15] He made his senior debut for Swan Districts against Perth in round 22, 2010, at Steel Blue Oval, gathering 26 possessions and kicking two goals.

In September 2011, Coniglio confirmed he would nominate for the 2011 national draft, ending speculation about which sport he would choose to play professionally.

[21] In round seven, after a 31-possession game in Greater Western Sydney's inaugural win over Gold Coast, Coniglio was nominated for the 2012 AFL Rising Star.

Despite many rumours that he would leave and join a Victorian-based club, Coniglio had rejected massive offers from Carlton and Hawthorn and had re-signed with the Giants for a further seven years.

[citation needed] Coniglio features in the 2021 fly-on-the-wall documentary TV series Making Their Mark, which showed the impact of the COVID-19 pandemic on several AFL clubs, players, and staff.

[26][27] Nic Naitanui and Eddie Betts were filmed almost continuously, with other players featured including Coniglio and Rory Sloane, along with several coaches and other staff associated with the clubs.