Ridolfi started training in dance since she was a teen-aged girl. She started her career in the entertainment world as a professional dancer at the age of 17. She started off by appearing in Bagaglino in 1991, and from 1993 and 1997 she appeared in some Italian talk shows like Furore and Beato tra le donne.
She began her acting career with a minor role in the famous Italian television miniseries titled La Casa delle beffe, alongside Pippo Franco and Anna Falchi. She advanced from television series to television movie with the role of Marina in the comedy movie La Palestra in 2003. She starred alongside Maurizio Mattioli and Valeria Marini in the movie.
Ridolfi joined the sets of a program based on Italian football titled Quelli che… il calico. The long-running show is highly popular for its mixing of Italian Serie A soccer with music and comedy.
After her successful appearances on Quelli che… il calcio, Federica Ridolfi was presented with an offer to work on the sets of Quelli che… aspettano for 2005-06 football season. The show mixes real-time broadcast of soccer matches with comic sketches that satirise celebrities and politicians.