He apprenticed in Rome during the papacy of Gregory XIII and labored in numerous fresco cycles under pope Sixtus V, such as the Loggia della Benedizioni in the Lateran Palace, the frescoes on the walls and vaults of the Scala Santa of the adjacent Basilica of San Giovanni in Laterano, and the decoration in the Sistine library. His expressive canvases straddle the styles of Mannerism and Baroque. In 1594, he moved to Todi. A Last Judgement from him is housed in the Duomo of Todi. The neighboring Bishop's palace has frescoes by Andrea Polinori and Fenzoni.
He returned to Faenza in 1599, where he decorated chapels in the cathedral from 1612 to 1616. In 1622, he completed a Deposition, now in the local Pinacoteca. In 1640, Fenzoni was named cavaliere dello speron d’oro by Cardinal Colonna and, on 25 April 1634, was nominated vicar and castellano of Granarolo.