Caggiano's first professional band was Boiler Room that formed in 1996. The band caught the attention of Roadrunner Records after an opening slot for the band Orgy in 1999. After several delays, the band eventually got Tommy Boy Records to release their debut album 'Can't Breathe'. Soon after the release, the band broke up in summer 2001.
He initially played with Anthrax from 2001 until 2005, exiting when their Among the Living lineup reunited, and later returning in 2007 following the end of that reunion. He appears on the albums We've Come for You All and Worship Music, as well as the Greater of Two Evils compilation (a live-in-the-studio recording of older material) and the live album Music of Mass Destruction. Rob was also part of "The Big 4" tour during 2010/2011 which featured Anthrax, Slayer, Megadeth and Metallica. The Bulgaria show was streamed and broadcast to movie theaters all over the world and the entire "Big 4" show (Anthrax, Megadeth, Slayer and Metallica) came out on DVD Nov. 2, 2010. Rob Caggiano is also known as a record producer/mixer under the alias of Scrap 60 Productions most notably for producing Cradle of Filth, Anthrax, and Jesse Malin along with many other prominent metal/hard rock bands. Rob is also the guitarist/songwriter for a band called The Damned Things along with Scott Ian (Anthrax), Joe Trohman and Andy Hurley (Fall Out Boy), and Keith Buckley (Every Time I Die). The debut album for The Damned Things which was also produced and recorded by Rob Caggiano was released through Island Records on December 13, 2010.
On January 4, 2013, it was announced that he had left Anthrax, reportedly in order to focus on studio production work. He said of his decision to leave "This is an extremely difficult and emotional decision for me to make but my heart is just steering me in a different direction right now. I've always been one to follow my heart in everything that I do and while this might be one of the hardest decisions I have ever had to make, it feels like the right one for me at this time."
On February 4, 2013, it was announced that Caggiano had officially joined Danish act Volbeat as lead guitarist. He had been producing and recording guest solos on the band's fifth album, Outlaw Gentlemen and Shady Ladies before being asked to join as a full-time member.