 Borriello made his Serie A debut for Milan on 21 September 2002 against Perugia but failed to establish himself and spent much of the next few years on loan at other Serie A clubs.After only three league appearances for Milan, he was loaned out to Empoli for the rest of the 2002–03 Serie A season.He returned to Milan for the entire 2003–04 season, but played in just four league games.