Piccini has joined La Dea on an initial 12-month loan.
“Atalanta are a team with great individual talents and they play fantastic football," Piccini told the official club website after choosing shirt number 21.
“I am stunned by the Zingonia training centre, it really is at the level of a top club. I mean, Valencia, Real Betis and Sporting are big clubs, but they don't have a training centre like this. Everything here is at the vanguard and I am so proud and honoured to be part of this club."
“I have a little girl now, so my parents can get to enjoy more time with her. Spain was something of a home for me, as I lived in beautiful cities and played for important clubs.
“Atalanta have what it takes to do well in Serie A and win a trophy, not to mention progressing in the Champions League again. The essential thing is to keep our feet on the ground. I am a hard worker and made my way up from Serie C to the top flight, so I know how to fight for my place.
“Hopefully, I can do well here and get back into the Italy squad ahead of the Euros."