Early career Zenga became the head coach of the
New England Revolution on August 24, 1998, replacing Thomas Rongen for the final six matches of the 1998 season. His tenure as Player-Manager would last less than one full campaign, as he was replaced with two matches left left to play, following the Revolution's 1–0 loss to the
Dallas Burn, on September 30, 1999. He then accepted a job as a football commentator and pundit for Italian public broadcasting service
RAI.
Catania On 1 April 2008, he agreed to replace resigning boss
Silvio Baldini as manager of
Catania. He made his Serie A debut on 6 April with a 3–0 home win against
Napoli, leading them to a dramatic relegation escape during the final minutes of the league, after a 1–1 home draw against
Roma. Confirmed at the helm of Catania for the
2008–09 season, Zenga proved to be fit for the Italian top flight, leading the
rossoazzurri to impressive results in the early part of the season, and agreeing a one-year contract extension with the Sicilian club. Catania's playing style under Zenga was notable for the coach's focus on free kick planning; his assistant manager Gianni Vio is known to work exclusively on this particular side of football tactics during the weekly training sessions. He guided Catania to a mid-table finish and the Serie A points record for the eastern Sicilian side; at the final home game of the season he announced he was parting company with his club by mutual consent.
Palermo On 5 June 2009, after being linked with the managerial job at
Lazio it was revealed that Zenga had agreed a three-year contract with
Palermo to replace outgoing manager
Davide Ballardini; the move was seen as a massive surprise due to the
Rosanero club being rumoured to be interested in several other managers and the bitter rivalry between them and Catania, the only two Sicilian teams playing in the Italian top flight. He debuted with a 4–2
Coppa Italia win over
SPAL 1907, and a 2–1 home win against
Napoli in the first week of the Serie A season. However, a number of disappointing results followed, ending in an unimpressive 1–1 home tie to Catania that led Palermo chairman
Maurizio Zamparini to remove Zenga from his managerial duties on 23 November, after only thirteen league games in charge of the
rosanero.
Middle East On 11 May 2010, he was announced new head coach of
Saudi Professional League club
Al-Nassr. He was removed from his position on 24 December after a string of poor results led Al-Nassr to be overtaken at the top of the league table. On 6 January 2011, Zenga was appointed new head coach of
Al Nasr in the
UAE Pro-League.
Return to Italy On 4 June 2015, Zenga returned to Italy, and was appointed head coach at
Serie A side
Sampdoria for the 2015–16 season. However, after he was sacked in November, and replaced by
Vincenzo Montella as head coach, he later returned to the Middle East to manage bottom placed club
Al-Shaab, however he was unable to turn around the club's fortunes and left the club on 20 February 2016 by mutual consent.
Wolverhampton Wanderers On 30 July 2016, Zenga was appointed head coach of
Football League Championship side
Wolverhampton Wanderers for the 2016–17 season. Despite having never managed in England, he cited his vast foreign experience as enough to succeed. On 2 August, he made his first signings, buying Icelandic striker
Jón Daði Böðvarsson from
Kaiserslautern and bringing in Portuguese midfielder
João Teixeira on a season-long loan from
Benfica. In his first game on 6 August, Zenga's team drew 2–2 away to
Rotherham United, coming back from a 2–0 deficit with ten players; he described his first game as an "amazing experience". Zenga took Wolves on a six-game unbeaten run in all competitions, and eight points from his first four league games, including a 3–1 win at local rivals
Birmingham City. He praised the Wolves players' spirit and credited them with leading them to the unbeaten start. Following the end of the summer transfer window, Zenga, having made ten new signings since his appointment, claimed that the Wolves squad was so strong that he could field two different teams if needed. Following a 4–0 loss to
Barnsley, Wolves beat promotion favourites
Newcastle United, to end their five-game winning run. Zenga claimed his team's subsequent performances showed that the defeat to Barnsley was "an accident". Wolves then went on a five-game winless run, losing four, that would lead to his dismissal. Despite the insistence of
Dave Edwards that Zenga retained the support of the Wolves players, he was dismissed on 25 October following only 4 wins out of the club's first 14 Championship fixtures and Wolves 18th in the table. On 7 April 2017, Wolves director Jeff Shi said: "I liked Walter. He was passionate, a really lovely guy... Later we found out it was not a good match. We had to change very quickly... The only big mistake in my mind was the coach appointment at the beginning of the season."
Return to Italy On 8 December 2017, Zenga was appointed
Crotone manager. The team was relegated to Serie B at the end of the year. Zenga returned into management on 11 October 2018 as he was named new head coach of Serie B club
Venezia in place of
Stefano Vecchi. He was sacked on 5 March 2019, after a run of four losses in five games had the club fighting relegation. On 3 March 2020, Zenga was appointed new head coach of Serie A club
Cagliari, signing a contract until 30 June 2021, with Under-19 coach Max Canzi named as his assistant. His debut for the
Sardinian club was delayed due to the
coronavirus pandemic and subsequent
nationwide lockdown. He won three and drew four of his 13 games in charge as the team finished 14th, and was replaced by
Eusebio Di Francesco in August. On 27 September 2024, Italian Serie D club
Siracusa announced the hiring of Zenga as a "club manager" and "brand ambassador", in a non-coaching role within the club. ==Style of management==