 Nguva dzinotevera dzakanga dzisina kubudirira, asi Inzaghi akabatsira Lazio kukunda imwe Coppa Italia, muna 2003-04; munaGunyana wegore iroro, akawedzera chibvumirano chake kusvika munaJune 2009. Inzaghi akapedza hafu yekupedzisira yemwaka wa2004-05 neSampdoria, sechikamu chekuchinjana kwemwedzi mitanhatu nemutambi Fabio Bazzani. Akadzokera kuLazio nokuda kwemushandirapamwe wa2005-06 uye akagara kweinotevera, pamwe chete nokuoneka ka12. Mwaka wakatevera, Inzaghi akabatana neAtalanta pachikwereti. Kunyange zvazvo akatambura kuti awane chimiro chake pakutanga, akakwanisa kutamba mumitambo ye 19 yeligi, kunyanya sechinzvimbo chechipiri, asi haana kuwana mambure. 