Mollo began his football career with Olympique de Marseille in 1996, who were at the time attempting to bounce back from the bribery scandal the club had endured in the early 1990s. After spending nearly eight years in Marseille's youth system, Mollo had a one-year spell at local club Aubagne FC before moving to the principality-based side Monaco.
Monaco
Just before the end of the 06–07 season, Mollo and Monaco agreed to terms on a professional contract with the player signing for three years. Mollo was promoted to the first-team and handed the number 26 kit for the 2008–09 season. He made his professional debut on 18 October 2008 in a 1–2 loss to OGC Nice appearing as a substitute. On 7 December 2009, Mollo signed his first professional contract with Monaco.
In the summer of 2015, he joined Krylia Sovetov Kamara in the Russian Football Premier Leagueon loan. On 29 August 2015, in his second game and first start for Krylia Sovetov he assisted on all three goals as his new club unexpectedly defeated the reigning champion FC Zenit Saint Petersburg with a score of 3–1 in an away game. On 31 August 2016, he moved to Krylia Sovetov on a permanent basis.
Zenit St. Petersburg
On 10 January 2017, he signed a 3.5-year contract with Zenit Saint Petersburg on a €3 million transfer fee. Before the 2017–18 season, Zenit hired Roberto Mancini as their new manager and Mollo was moved to the second-tier farm-club FC Zenit-2 Saint Petersburg. On 26 July 2017, he brought attention on himself by showing the middle finger to Zenit Saint Petersburg fans when being substituted. On 30 August 2017, he was released from his Zenit contract by mutual consent.
On 31 August 2017, Mollo signed for championship side Fulham, signing a two-year contract. On 30 January 2018, Fulham announced the mutual termination of Mollo's contract, after featuring just six times for the club during his five months, and failing to play a full 90 minutes once.
On 28 January 2019, he signed with Sochaux until the end of the 2018–19 season.
Panathinaikos
On 25 July 2019, Mollo joined Panathinaikos on a two-year contract. In January 2020 he joined Ligue 2 side US Orléans on loan for the rest of the season. He made six appearances while Orléans placed last in the league when the season was abandoned due to the COVID-19 pandemic.
