He started his career at Renato Curi Angolana of CND, and moved to A.C. Milan youth team in 1993. After spending two years on the bench, in hope of more playing opportunities he moved to Serie C team Fiorenzuola on loan. It was followed by other three Serie C groups (Monza, Prato, Lecco). He returned to promoted, Serie B team Monza in 1998, and left a year later for Napoli. He made his debut in Serie A when Milan finally sold him to Hellas Verona in 2000. After two successful seasons with Verona, S.S. Lazio got hold of Oddo, due to Alessandro Nesta’s move to A.C. Milan.

At Lazio he had the opportunity to play in the UEFA Champions League in the season 2003–04 and the UEFA Cup competition in the seasons 2002–03 and 2004–05. The team made it to the semi finals in 2003. Moreover, his third season with Lazio earned him the Italian Cup winner title. He became the captain of Lazio for the first half of the 2006-2007 season following the departure of Fabio Liverani to Fiorentina.

On 23 January 2007, it was announced that Milan and Lazio had reached an accord for Oddo's transfer to the Rossoneri, after a long period of negotiation. Lazio received €12 million, in although part of the fee was paid by the permanent transfer of Pasquale Foggia, who had been on loan at the club since the start of the season. Months later, Oddo was the starting right back in the 2007 UEFA Champions League Final and helped Milan gain their seventh European Cup in a 2-1 win over Liverpool, as well as the club's fifth UEFA Super Cup in August when they had to face 2007 UEFA Cup winners, Sevilla.