Doll began his career with local side BSG Lokomotiv Malchin, before joining East German first-division DDR-Oberliga side Hansa Rostock. In 1986 he was moved to BFC Dynamo, the country's dominant, Stasi-supported club, where he won two titles, in 1987 in 1988. After reunification Doll was one of the most sought-after players of coming out of the former DDR, and he joined Hamburger SV in 1990. After just one season there he had impressed sufficiently to move to Italian side Lazio for a then record fee of 15 million DM. He played at Lazio for three years, and was part of Germany's squad for Euro 92 where the side finished as runners-up. In 1994 he returned to the Bundesliga, joining Eintracht Frankfurt, but he was hampered by injuries in the two years he spent with the club and made only 28 appearances. After a year in Italy with A.S. Bari, he returned to Hamburger SV in 1998. He played another three seasons, but injuries continued to take their toll.
Following his retirement, he became part of Hamburg's coaching staff, managing the reserves from 2002 until being appointed first-team manager in 2004.
Early in his tenure as coach with Hamburg, he enjoyed some success, saving the team from relegation in his first season, winning the Intertoto Cup, and then guiding the club to a much-improved third place result in 2005–06 to earn a Champions League berth. The 2006–07 season, however, was less successful for the coach. The team delivered a disappointing performance in the Champions League that saw only one win in six first-round games, and then plunged to the bottom of the Bundesliga table by mid-season. Doll was sacked by HSV on 1 February 2007.