EuropeBargnani began his career in 2002–03 with Stella Azzurra Roma in Italy's Serie B2 division, averaging 13.2 points and 4.5 rebounds in 23 games. He then signed with Lega A side Benetton Treviso for the 2003–04 season and played there until 2006.
In 2003–04, he posted averages of 4.9 points and 2.0 rebounds in 10 games in his first Lega A season with Benetton. He made eight appearances in Euroleague action, recording 2.4 points and 1.5 rebounds an outing. Incidentally, Bargnani faced his future team, the Toronto Raptors, on 20 October 2003 in a pre-season game at the Air Canada Centre. He tallied 13 points, five rebounds, one steal and two blocks in 22 minutes in an 86–83 defeat to the Raptors.
In 2004–05, he averaged 12.2 points and 5.4 rebounds in 28 Lega A games for Benetton, and averaged 3.7 points and 2.1 rebounds in 18 Euroleague matches. The next season, he averaged 15.3 points, 7.1 rebounds, 1.7 blocks and 1.8 steals in 47 games for Benetton. He posted a season high of 25 points against Rome. He also shot .528 from the field and .408 from three-point range, and led the Lega A in blocks with 82. In the process, he helped lead Benetton to Italy's Lega A 2006 championship. In the Euroleague, he contributed 10.9 points, 4.1 rebounds and 1.3 blocks, while shooting .558 percent from the floor and .434 from three-point range in 18 games. He posted a season-high 20 points against Panathinaikos and Strasbourg. Bargnani was subsequently named the Euroleague Rising Star, the award given to each Euroleague season's best Euroleague player aged 22 or under, for the 2005–06 season.