Ciccolini returned to management in 2008 at Red Star F.C., and was dismissed the following March with the team in danger of relegation.[4] After working in the youth teams of AS Monaco FC, he took the job at Neuchâtel Xamax FCS in June 2011.[5] Following defeat in the first two games of the Swiss Super League season, he was dismissed in July and replaced by Joaquín Caparrós.[6]
In October 2014, Ciccolini was hired at JS Kabylie in Algeria but left two months later to rejoin Bastia.[7] He served as assistant to Ghislain Printant before taking the job outright in January 2016, with the team three points outside the relegation zone.[8] They finished the season in 10th, but by the end of February 2017 they were 19th and he was dismissed and replaced by Rui Almeida.[9]
Ciccolini's next job was at Stade Lavallois in the third-tier Championnat National. Early on in his tenure in August 2018, he made a threat of physical violence towards a Radio France journalist, and earned a five-month ban with the last two suspended.[10] The following February, he made an obscene gesture towards fans at JA Drancy,[11] and left his job by mutual consent days later.[12]
In June 2019, Ciccolini returned to Gazélec on a two-year deal as manager, after the team's play-off relegation from Ligue 2.[13] In May 2020 he was sacked, following the team's relegation to Championnat National 2.[14]
In November 2020, Ciccolini was appointed at USM Alger back in Algeria. He was dismissed after his debut, a 2–1 loss to CR Belouizdad in the Super Cup, for "disrespecting government officials" by refusing to take a runners-up medal from prime ministerAbdelaziz Djerad.[15]