 Nyorai kupfuurira kweiyi ndima - Mumwaka wa19992000akatungamirira Lazio kuScudetto uye Coppa Italia, achikunda kaviri. Munguva yemwaka wa 2000-01, pasi paDino Zoff, Lazio yakahwina Supercoppa Italiana uye yakapedza yechitatu muSerie A. Kuita kwaNesta uye kubudirira kweLazio panguva ino kwakamupa mibairo mitatu yakateedzana yeSerie A Defender yeGore pakati pa2000 na2002. Zvinetso zvemari zveLazio uye mutungamiri waro panguva iyoyo Sergio Cragnotti zvakatungamirira kutengeswa kweNesta kuMilan muna 2002. Nesta akasiya kirabhu nemubhadharo we 2 mamirioni, hafu yacho yakashandurwa kuita zvikamu zve Biancocelesti kirabhu. 