After retiring as a player, he stayed at Virtus Entella as a youth coach. On 6 May 2018, he was named new head coach in place of dismissed manager Alfredo Aglietti, taking over a Virtus Entella side in deep relegation trouble (20th place with two games to go).[2] Virtus Entella were eventually relegated after losing a two-legged playoff to Ascoli, and Volpe moved back into coaching the Under-19 team afterwards.
On 12 April 2021, he was moved once again in charge of the first team, taking over from Vincenzo Vivarini as Virtus Entella was at the bottom of the Serie B league table with five games to go.[3] Later on 1 May 2021, Virtus Entella were relegated to Serie C following a home loss to Vicenza, having achieved only a single point during Volpe's first three games in charge of the club.[4]
After two Serie C seasons with Virtus Entella, failing to win promotion in both cases, Volpe was dismissed on 17 September 2023, one day after a home loss to neighbouring rivals Sestri Levante.[5]
On 29 October 2024, Volpe was signed as the new head coach of Serie C club Lecco.[6]
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