Di Gennaro is a product of Milan's youth system, which he joined from amateur side Cimiano in 1995. There he went on to become the captain of their under-20 squad. On 19 May 2007, he made his first team debut, aged 18, in a Serie A game against Udinese. For the 2007–08 season the young midfielder was loaned out to Bologna in Serie B, where he scored two goal in 22 appearances, playing an important part in the club's promotion to Serie A.
Serie A debut
In August 2008, Di Gennaro was transferred to Genoa in a co-ownership deal, in compensation for Marco Borriello, who was brought back to Milan. Nevertheless, after only making one league appearance, he was loaned out to Reggina, just before the transfers deadline. Oddly enough, he scored his only goal of the season – his first in Serie A – in the game against Milan at the San Siro, on 7 February 2009. The Rossoneri later equalised and the match finished 1–1. On 27 June 2009, Milan reclaimed Di Gennaro from the co-ownership with Genoa via a blind auction, after the two teams had failed to reach an agreement, for €1.25 million. Di Gennaro signed a new 3-year deal. However, during a pre-season friendly he suffered a broken metatarsal, which forced him out for the first months of the season. After recovering from the injury, he struggled to return to form, playing only two Coppa Italia games. To get some more playing time, on 29 January 2010 he was loaned to Livorno for the remainder of the season.
Padova
For the 2010–11 season, Di Gennaro has been sent on loan to Serie B club Calcio Padova. Like in the previous year, he suffered an injury during the pre-season, which would keep him out for one month. Following his recover, Di Gennaro made his official debut for the club in an away league game against Modena, which Padova lost 1–0, on 5 September 2010. Three weeks later, on 25 September, he also scored his first goal for the team, in a 2–0 win against Albinoleffe at home. He went on to score 5 goals in 17 league appearances throughout the season. ca. January 2011 Di Gennaro also added one more year to his Milan contract, to last until 30 June 2013.
Modena
Di Gennaro spent the 2011–12 season on another loan spell to Serie B club Modena, where he scored 10 goals in 32 league appearances.
On 14 July 2012, Di Gennaro signed a permanent deal to join newly promoted Serie B team Spezia for €500,000. During the season, he made 34 appearances in Seria B, scoring 9 goals. He also made one appearance in Coppa Italia, scoring a goal in 1–2 lose against Cagliari.
On 1 July 2013, he moved to Palermo for free, which Spezia write-down his residual contract value fully, Di Gennaro signed a three-year contract for Palermo.