Though he was born in Bahia, Dida was raised in the smaller northern state of Alagoas. His footballing role models were goalkeepers Valdir Peres and Rinat Dasaev, whom he watched on television during the 1982 FIFA World Cup. A Flamengo fan, he helped form an amateur team called Flamenguinho ("Little Flamengo") at thirteen, which was comprised of other boys from his neighborhood.

Dida's professional club career began in 1990 with Alagoas team Cruzeiro de Arapiraca (not to be confused with Cruzeiro EC). Two years later, he signed with hometown club Vitória and won the Bahia state championship in his first season. In 1993, Dida made 24 first-team appearances for Vitória after winning the Under-21 FIFA World Youth Championship as Brazil's first-choice.

Dida was acquired by Cruzeiro EC in 1994, where, in a span of five seasons, he won three Minas Gerais state titles, the 1996 Copa do Brasil, and the 1997 Copa Libertadores, along with a pair of Placar Bola de Prata awards as the top goalkeeper in the Campeonato Brasileiro Série A. But with this success soon came a desire to ply his trade in Europe, and in January 1999, he decided to leave Cruzeiro in order to sign with Italian club A.C. Milan in a €5.5 million transfer.