He was born in Venice, and studied at the Conservatory of Music in Verona. He formed the heavy metal band Dark Lord in 1984 and recorded two EPs with them. In the early 1980s Masi moved briefly to London, where he played with several musicians.
With Dark Lord he toured as opening act for several major acts of the period until 1986, when he was invited by Metal Blade Records to move to Los Angeles and join the band Sound Barrier. He later founded a band of this own, called Masi (2) and recorded Fire In The Rain and Downtown Dreamers with them. His first solo album was Attack of the Neon Shark, which received a Grammy nomination for Best Instrumental Rock Album. The second solo album was called Vertical Invader, and featured only Alex Masi along with drummer John Macaluso.
In 1998, Alex Masi published the first album of a successful trilogy dedicated to three of the most famous classical musicians in history, entitled In the Name of Bach. This was followed by In the name of Mozart and In the Name of Beethoven. In 2001 he released Masi (2) - Eternal Struggle, his first Masi (2) album since 1997's Masi (2) - The Watcher. He has gone on to release three more solo albums: Late Nights at Desert Rimrock In 2006, Theory Of Everything in 2010 and Danger Zone in 2013.