 Nyora kupfuurira kweiyi ndima - Mushure mekudzokera kwenguva pfupi kuBrazil naPalmeiras muna 1996, Cafu akadzokera kuEurope zvakare gore rakatevera, panguva ino neRoma, uye akakunda Scudetto muna 2001, ichiteverwa neSupercoppa Italiana. Yakanga iri mukati mokugara kwake paRoma apo Cafu akawana zita remadunhurirwa rokuti Il Pendolino The Express Train kana kuti The Commuter. Pasinei nokuita Coppa Italia yekupedzisira muna 2003 neRoma, akatamira ku AC Milan mushure mekuramba kuenda kuJapan neYokohama F. Marinos. Ne Rossoneri, akahwina Scudetto yake yechipiri yebasa muna 2004, ichiteverwa neyechipiri Supercoppa Italiana, uye akatamba mufainari yake yekutanga yeEFAFA Champions League muna 2005. 