He was traded by the Avalanche to the Atlanta Thrashers in 2002 and would actually make the Thrashers lineup for parts of two seasons.[4] He primarily saw ice time with their AHL affiliate, the Chicago Wolves. He played for the Chicago Wolves for 3 seasons, 2001–02, 2002–03 and 2003–04. He then played for the AHL Cincinnati Mighty Ducks for the 2004–05 season and posted a season best save percentage of 0.924 and GA of 2.07 with 10 SO, while winning 25 games.
For 2005–06, Cassivi returned to the AHL Hershey Bears and the Washington Capitals and posted his most wins during the regular season, 34, en route to winning the AHL Calder Cup. Cassivi earned the Calder Cup Playoff MVP award, the Jack A. Butterfield Trophy, for his strong play in net during the series. Cassivi ranks fifth all-time in league wins (232) and is tied for eighth all-time in shutouts (24). He also ranks fifth all-time in Hershey wins with 113, fifth in appearances with 246 and seventh in shutouts with nine.[5]
Cassivi ended his professional career in Austria, appearing in 51 games with the Vienna Capitals of the Austrian Hockey League in the 2009–10 season. He briefly came out of retirement in the 2012–13 season, giving relief to the Reading Royals in the ECHL.[6] He also served as an emergency backup the following season.[7]