Born in Borgo Val di Taro, Gazzola started his youth career at Parma in 1995. The defender remained within the youth system of the Emilia-Romagna based club until 2004 and began to earn first team call-ups during the 2003–2004 season, but never made his first team debut. Prior to the 2004–2005 season, Gazzola was sold to Serie C side S.S. Sambenedettese Calcio in a joint-ownership deal.
S.S. Sambenedettese Calcio
Gazzola joined the Serie C1 club in July 2004, at the age of 19. During his first season, he went on to make five full appearances and 14 appearances in 2005–06, before going out on two short loan spells to S.S.C. Venezia, one at the second half of the 2005–06 season and the second at the beginning of the 2006–07 season. At Venice, the young left back made just 2 appearances for the then-Serie C2 club. Gazzola transferred to Sassari Torres 1903 in January 2007.
Following his transfer to Sassari Torres, Gazzola played 14 games and scored 1 goal in his brief spell. After performing at an impressive level with the third division club, he was sold to Serie A side Calcio Catania at the start of the 2007–08 Serie A season.
Calcio Catania
officially announced the signing of the player during the 2007 summer transfer window for an undisclosed fee. During his first season in Sicily, however, Gazzola found playing time very limited due to his lack of experience and due to the presence of experienced full backs Cristian Silvestri, Gennaro Sardo and Rocco Sabato. On 1 August 2008, it was confirmed that Gazzola would spend the 2008–2009 season on loan at Serie B side US Avellino. With the club, Gazzola managed to obtain a starting position and made over 30 appearances in all competitions, but his efforts were not enough to save the club from relegation to the Lega Pro Prima Divisione, although the club were later relegated to the Serie D, following bankruptcy. He returned to Calcio Catania on 1 June 2009.
On 25 June 2009, Calcio Catania officially announced the signing of centerback Giuseppe Bellusci from Ascoli Calcio. In part exchange for the player, Ascoli received 50% of the contracts for both, Gazzola and Vito Falconieri. During his season with Ascoli, he made 33 Serie B appearances alone.