Lahir di [[Milan]], De Sciglio mulai bermain dengan tim amatir Cimiano, sebelum bergabung [[A.C. Milan]]'s [[A.C. Milan Primavera|youth system]] pada awal musim 2002-03.<ref>{{cite web |title=Esordienti Provinciali A 2003/2004 |url=http://www.acmilan.com/MostraInfo.asp?id_info=18945 |work=acmilan.com |publisher=[[A.C. Milan|Associazione Calcio Milan]] |archiveurl=httphttps://web.archive.org/web/20040606090441/http://www.acmilan.com/MostraInfo.asp?id_info=18945 |archivedate=6 June 2004-06-06 |accessdate=29 September 2011 |language=Italian |dead-url=no }}</ref> Dia memulai debutnya pada 28 September 2011, sebagai pemain pengganti [[Substitute (association football)|substitute]] pada laga [[UEFA Liga Champions]] penyisihan grup melawan [[FC Viktoria Plzeň|Viktoria Plzeň]], yang dimenangkan Milan 2–0.<ref>{{cite web |title=Ibrahimović sets Milan on course to Plzeň success |url=http://www.uefa.com/uefachampionsleague/season=2012/matches/round=2000263/match=2007600/index.html |work=uefa.com |publisher=[[UEFA|Union of European Football Associations]] |date=28 September 2011 |accessdate=29 September 2011}}</ref>
