Immobile began his career at Sorrento. In , he was purchased by Juventus , and was later loaned out to three Serie B clubs, including Pescara , with whom he won the league title as the top scorer, before moving to Genoa in After a season with the club, he moved to Juventus' rivals Torino , where he won the Capocannoniere award for the top scorer in Serie A.
In , he returned to Torino on loan, and was later sold to Lazio in July of that year. At Lazio, Immobile won a Coppa Italia and two Supercoppa Italiana titles, and is currently the club's all-time highest goalscorer.
In his second season at Lazio, he won the Capocannoniere for a second time, with 29 goals in 33 games. The —20 season was the most prolific of Immobile's career; he equalled the record for most Serie A goals in a season with 36, and won a third Capocannoniere title and first European Golden Shoe , given to the top scorer in Europe.
In , he won the Capocannoniere for a fourth time, with 27 goals in 31 games. He currently sits eighth in the all-time list of Serie A top scorers. Born in Torre Annunziata , in the province of Naples , Immobile began his youth career in the football school "Torre Annunziata '88", before transferring to "Maria Rosa" and finally the youth team of Salernitana , where however, he failed to emerge.
He went on to play with the Primavera formation. Immobile joined the Primavera squad in , where he formed a striking partnership with Ayub Daud , that led the squad to win the Torneo di Viareggio , where he scored a total five goals; two of which came in the final. On 25 November , Immobile also made his debut in a European competition, once again as a second-half substitute for Del Piero in a Champions League game against Bordeaux. In February , he scored a hat-trick against Empoli in the Torneo di Viareggio final to seal the title for a second consecutive season.
