 Baggio obtained his Italy Category 2 Coaching License (UEFA A License) in mid-2011, which made him eligible to coach Lega Pro teams, or work as vice-coach in Serie A and Serie B.On 5 July 2012, Baggio obtained his Category 1 UEFA Pro Coaching Licence at Coverciano, which officially allows him to coach a professional Serie A club.After his career threatening injury in 1985, Baggio, formerly a Roman Catholic, converted to Buddhism, practicing Nichiren Buddhism, and is a member of the Soka Gakkai International Buddhist organisation.