Having begun his footballing career at the age of 13, for Trezzano and Assago, he moved to Corsico and in 1996 secured a move to Monza. He transferred to A.C. Milan in summer 1998. His debut in Serie A for came on January 17, 1999 as a 92nd-minute substitute for Sebastiano Rossi. Since then, he became Milan's first choice goalkeeper for four years, until he lost his starting spot to backup Dida early in the 2002-2003 season after picking up an injury during a Champions League qualifying match in August 2002. Dida's top form effectively ground Abbiati's playing time to a halt.

On 25 August 2004, a brief controversy surfaced when an editorial criticizing Dida and Milan coach Carlo Ancelotti appeared on Abbiati's official website, stating that Dida had made mistakes in a friendly against U.C. Sampdoria and that Ancelotti was blocking a move that would have sent Abbiati to Palermo. Abbiati denied that he'd written the piece and said that it had been posted by his webmaster. "I never speak to the person who looks after my site. I would never judge one of my teammates." Though his webmaster claimed responsibility for the article, speculation nonetheless arose that it had been actually penned by Abbiati due to his frustration of warming the bench.

Abbiati literally played all of thirty seconds in Milan's 2004-05 Champions League campaign, when he came on as a substitute in the 74th minute after Dida had been struck by a flare thrown from the crowd during the quarterfinal second leg against Inter Milan, which was ultimately suspended less than a minute later. His last match in a Milan uniform came on May 20, 2005 in a 3-3 home draw with Palermo, a match that saw the starters rested for the upcoming CL final.