Born in Cagliari, Italy, Lai started his career playing for Swedish club FBK Balkan at youth level, and subsequently Malmö FF.

[1] In 2001, he moved back to Italy playing for Venezia, where he made his Serie A debut.

After two loan spells at the Serie B level, in Salernitana and Triestina, in June 2005 Lai decided to return in Sweden by signing a 2-years contract for Landskrona BoIS, playing in Superettan.

After leaving Apollon Limassol in summer of 2010, Lai went back to Vejle BK.

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