Born in Brescia in 1974, Picco has a degree in Art History from the State University of Milan.
As a visual artist and writer, he has exhibited drawings, paintings, and sculptures in private spaces and museums in Italy and abroad. He has won several prizes and scholarships, including the New York Prize with the Ministry of Foreign Affairs, the Michetti Prize, and the Alinovi Prize. Reviews, articles, interviews, and essays have appeared in major trade magazines and national newspapers, such as Flash Art, Tema Celeste, Flash Art international, Mousse, Segno, Inside Art, Arte Mondadori, Corriere della sera, and La Repubblica.

His work can be found in important collections, including the MoMA, New York, The Robert Lehman Foundation (USA), and the Montblanc Collection (Hamburg, Germany).

He has published two novels: Aureole in cerca di santi (Halos in Search of Saints), with Ponte alle Grazie (2002) and Cosa ti cade dagli occhi (What Falls from Your Eyes), with Mondadori (2010), translated into Spanish for Spain and South America (Seix Barral), into Portuguese (Contraponto), and into Catalan (Columna), and winner of the Viadana Youth Prize 2011. In 2021, he published the graphic novel New York era piena di zigomi (New York was Full of Cheekbones), (postmediabooks) and was a finalist for the Tuono Pettinato Prize 2022.