Valli obtained his education from one of Rome’s Vatican schools, during a conservative childhood. On his office mantelpiece are photographs of Penelope Cruz, Queen Rania, Astrid Munoz and one of him as a youth taken with Pope John Paul I. In the picture Valli is wearing turquoise shorts. Viewing a black and white TV at the age of five, he recalls drawing Italian TV presenters in color, attempting to guess the colors of their clothes.
By the time he was in art school he sketched copies of drawings made by Yves Saint Laurent. He began to comprehend how a silhouette gave a designer a certain identity. He got his first job in fashion working with Cecilia Fanfani planning couture shows in Rome. A job in public relations with Roberto Capucci led to a promotion to the design staff.