Piccione began karting in 1997 and competed in the discipline through 2001 before moving into car racing with a season in British Formula Ford. In 2002 he joined T-Sport in the B-class of the British Formula Three Championship, racing a Dallara F301 with Mugen-Honda power. He accumulated 249 points and finished second in the class.
He stepped into the main British F3 class with Manor Motorsport in 2003, finishing eleventh overall and taking a race victory at Knockhill. A move to Carlin Motorsport in 2004 produced a significantly stronger campaign: Piccione finished fourth in the championship with 161 points and took four wins — two at Donington Park and two at Spa-Francorchamps.
Piccione was among the drivers on the grid for the inaugural GP2 Series season in 2005, racing for the Durango team. He scored 14 points across the season, finishing fifteenth in the standings, but claimed a notable sprint-race victory at the Nürburgring round. For 2006 he switched to DPR Direxiv, improving to twelfth in the standings with 18 points and taking podium finishes in the sprint races at Silverstone (third) and Monza (third).
Piccione contested the World Series by Renault in 2007 with RC Motorsport, finishing fifteenth and collecting 42 points. He then competed in the F3000 Euroseries and related series with TP Formula across 2008 and 2009, before stepping away from European single-seater competition.
The 2008–09 A1 Grand Prix season brought Piccione his most prominent single-seater exposure. He raced for A1 Team Monaco, sharing the seat with Hubertus Bahlsen. The team completed all rounds of the season, scoring 35 points to finish ninth in the Nations' Cup standings. Piccione's most significant result came at the South African round at Tshwane Street Circuit, where he took pole position for the feature race and finished third. He also appeared at the 2009 Race of Champions.
After the cancellation of the 2009–10 A1 Grand Prix season, Piccione turned to GT racing with Hexis AMR in the FIA GT1 World Championship. He drove the Aston Martin DBR9 across the 2010 and 2011 seasons. In 2010 the team scored 62 points for twelfth in the standings. In 2011 the programme improved to seventh overall with 95 points, and Piccione took a race victory at the Yas Marina Circuit in Abu Dhabi.
Following his professional racing career Piccione channelled his involvement in motorsport into the principality. He designed the Kart Indoor Monaco facility in the Fontvieille district of Monaco. In 2018 he drove a McLaren M14A Formula 1 car at the Monaco Historic Grand Prix. In 2022 he established the Monaco E-Kart Championship, an electric karting series backed by Monegasque Formula 1 driver Charles Leclerc.
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