Parrillo has illustrated covers for international publishing houses including: Marvel comics, DC Comics, Dynamite, comics such as: The Hulk, Thor, Spiderman, X-Men, Batman, Cat Woman, Wolverine, Vampirella, Red Sonja, Coven 2 and Eternal Temptation, and has also done artwork for the Empire Eternel series.

He has done covers for Skorpio, Lennox, and Lord of the Jungle.

His work for Dungeons & Dragons includes covers for Champions of Ruin (2005), interior art for Sharn: City of Towers (2004), Monster Manual III (2004), Eberron Campaign Setting (2004), Champions of Valor (2005), Spell Compendium (2005), Red Hand of Doom (2006), Tome of Magic (2006), Player's Handbook II (2006), Dragon Magic (2006), Expedition to Castle Ravenloft (2006), Rules Compendium (2007), the fourth edition of Handbook of Plans (2008), Thunderspire Labyrinth (2008), Pyramid of Shadows (2008) and Martial Power (2008).

He has also worked for City, Color, and Launchstory magazines. He has also illustrated some video games,[3] movie posters and character designs for major film productions.

Lucio Parrillo's beginnings were held in the pages of the parody fanzine Big Comics (later, renamed as Zero Press).