His grandfather, Davide Roca, originated from Riesi in the Province of Caltanissetta, Sicily.[5] Vangioni made his professional debut for Newell's in November 2006 and soon established himself as an important member of the first team squad. He scored his first goal in a game against San Lorenzo de Almagro on 4 August 2007. He moved to River Plate in January 2013 for a fee around €1.1 million.[citation needed]
On 14 February 2016, it was announced that Vangioni would be joining Italian club AC Milan on the expiration of his River contract in July. On 16 January 2017, Vangioni made his debut with Milan, coming as a substitute for Davide Calabria in a 2–2 draw against Torino.[6]
On 21 July 2017, it was announced that he would sign for Monterrey.