The following season Nesta scored his first brace for Milan in a 2–1 victory over Chievo in the Serie A. He began to re-emerge as a starter for the club and was one of Milan's most consistent players throughout the entire 2009–10 season under Leonardo. Nesta continued his excellent partnership with fellow centerback Thiago Silva throughout the 2010–11 season under Massimiliano Allegri, forming a formidable defensive pairing, conceding just 24 goals in 38 games during Milan's victorious Serie A campaign. Milan also managed to reach the semi-finals of the Coppa Italia, but were once again disappointingly eliminated in the round of 16 of the Champions League. Throughout the 2010–11 season, speculation indicated that Nesta would retire at the end of the season. However, he later confirmed that he wanted to play one more season at Milan before retiring and signed a contract extension on 18 May 2011, which kept him on Milan's squad until summer 2012. Nesta was elected to be part of the Serie A Team of the Year for his performances during Milan's successful title run that season.
Nesta began his final season with Milan by winning the 2011 Supercoppa Italiana on 6 August 2011, defeating city rivals Internazionale 2–1 in Beijing. Milan finished second to Juventus in Serie A that season, and were eliminated in the semi-finals of the Coppa Italia and the quarter-finals of the Champions League. On 10 May, during a press conference, Nesta announced his retirement from Serie A at the end of the season. During his ten seasons at the Milanese club, Nesta collected 325 caps, scoring 10 goals. With Milan, he won two Serie A titles, a Coppa Italia, two Supercoppa Italiana, two Champions Leagues, two UEFA Super Cups and a FIFA Club World Cup.