Born in Cormano, Consigli is a youth product of Atalanta. To gain some first team experience, the young goalkeeper was loaned out to Serie C1 side Sambenedettese in the 2006–07 season. The following season, he was loaned to Serie B side Rimini. After a successful loan spell there, he returned to Atalanta and acquired the number 1 shirt.
Consigli made his debut with the Italy U21 squad on 15 August 2006, in a friendly match against Croatia. Then he was selected by head coach Pierluigi Casiraghi in the squad for the 2007 U-21 Championship as the third choice goalkeeper. After that competition he became the first choice in the goal for Italy U-21 team until the 2009 U-21 Championship, in which Italy reached the semi-finals.
An experienced and reliable keeper,[5][6] Consigli was considered to be a promising goalkeeper in his youth, and is known for his goalkeeping technique, quick reflexes, shot–stopping, and ability in one–on–one situations.[7][8][9][10][11][12] He has also stood out for his penalty–stopping abilities throughout his career; with 19 stops in 364 appearances since 2009, he has parried the joint–third–most penalties in Serie A history, behind only Gianluca Pagliuca and Samir Handanović, with 24 and 26 stops respectively.[13][14] His role model as a goalkeeper is Gianluigi Buffon.[12] Considered to be one of the best goalkeepers in the Italian top–flight,[15] and one of Sassuolo's best players,[16] in 2012, Padraig Whelan of forzaitalianfootball.com described Consigli as "perhaps the most underrated player in Serie A in any position", and as a goalkeeper with "few weaknesses in his game".[17]