Zambrella played for Brescia, leaving the club at the end of his contract on 30 June 2009. On 20 October 2009, FC Sion signed the Swiss midfielder on a free transfer until June 2013. He joined PAS Giannina on a three month loan in January 2012. Following his return to Sion, the player was seen as surplus to requirements and did not feature at all for the first-team during the 2012-13 season. After one year out of competitive football, Zambrella made a return by joining FC Lausanne-Sport on 1 July 2013, signing a two year contract.