Zegna was born near Turin into a family of musicians. As a very young child he toured northern Italy playing the congas in the Zegna Big Band of his father Ilario. At the age of 5 he also started playing drums, and at 13 began studying classical piano. In 1970 he gained a diploma from the Nicolo Paganini Conservatory in Genoa, and began consequently performing in piano recitals.
In 1976, after performing in countless jam sessions at Turin's "Swing Club" or Milan's "Capolinea" club, Zegna then starting dedicating his career to jazz. The late 1970s and 1980s saw him collaborating with various musicians including Buddy Tate, Eddie "Lockjaw" Davis, Sweets Edison, Bob Berg, Bob Haggart, Gil Goldstein, Lee Konitz, George Coleman, Steve Grossman and Kay Winding.
In 1983 he played at the "Parade du Jazz" with Pepper Adams in Nice, France. He has appeared as sideman on numerous recordings and in 1986 appeared on the albums Alliance, Simbiosi and Disguise along with saxophonist Pietro Tonolo and Joe Chambers.
In 1996 Zegna finally released his first solo piano album Andalusa to critical and artistic acclaim, and another soon after with a trio, entitled Green Dolphin Street. In 1999 he was invited to play with Paul Jeffrey at the Savoy Club in New York and at the Duke University in Durham, North Carolina. That same year he formed his own group with clarinettist Gabriele Mirabassi, where he was finally able to experiment with amalgamating chamber music and jazz, choosing jazz and classical musicians to perform his compositions. The result of this was the album Piccolo Valzer and soon after Barcarola, both for the Italian label Egea.
Zegna has appeared at the Umbria Jazz Festival many times, either as sideman or with his own group. In 2002 he played for Radio ORF in Vienna. In 2004, again with Pietro Tonolo, recorded the album Oltremare, with Paul Motian. Another milestone for 2004 was his piano solo performance at the Southport International Jazz Festival. In 2006 he released his third album for Egea entitled Carillon. In 2007, he worked as arranger and pianist on the theatrical production of Marilyn Monroe in Jazz with the English singer Joanna Rimmer.
Graduated from the Conservatory "N. Paganini" in Genoa in 1985, plays concerts for several years, teaching and arranger for big band and jazz combo. He has collaborated with many Italian and foreign musicians playing in the major Italian, European, American and Asian Festivals, he has participated in radio and television as well in the production of soundtracks for film, theater and advertising. Among his collaborations: Gianni Basso, Tullio De Piscopo, Riccardo Zegna, Keptorchestra, Piero Odorici, Gianni Cazzola, Pietro and Marcello Tonolo, Battista Lena, Charlie Mariano, Paul Jeffrey, Egea Orchestra, Lee Konitz, Bobby Durham, Tony Mann, Don Braden, Benny Golson. Since 2002 he has been several times a member of Carla Bley orchestra, with whom he has performed in the best European festivals and participated in the recording of two CD.