So the former Italy international defender had a good laugh when asked about the hat trick Di Vaio netted in the opening 32 minutes of the Montreal Impact's 5-3 victory over the Philadelphia Union on a wet, cold Saturday night at Saputo Stadium.
"I know him for 20 years," said 37-year-old Nesta. "I played with him when I was eight years old.
"A lot of three-goal games. It's normal to me."
Di Vaio's best outing in his two seasons in Major League Soccer helped the Impact (7-2-2) remain unbeaten at home at 5-0-1.
On a night of many firsts, rookie Blake Smith scored his first MLS goal and Andrew Wenger got his first of the season for Montreal. Midfielder Justin Mapp continued his strong play of late with a pair of assists.
The Union (5-5-3) didn't go down easily, as they closed the gap to one goal twice in the second half before Smith's goal in added time sealed the win.
Antoine Hoppenot, Sebastien Le Toux and Jack McInerney scored for the visitors, who have been a dangerous road club this season.
The strikers for both teams were in the spotlight as 20-year-old McInerney entered the game with a league-leading eight goals, two more than Di Vaio. He left it tied at the top with 36-year-old Di Vaio with nine apiece, with Montreal having played two fewer games.
The Impact striker said the scoring race was not on his mind.
"I only want to help the team win," he said. "I'm glad I was able to score some goals and help the team come off the field at half time with some confidence.
"It's not every day I score three goals. It's good for my confidence, but the main thing is it helped the team win the game."
The Impact, a 20-year-old club that won three championships in lower leagues, entered MLS as an expansion team only last season. There is not a lot of history at the senior level, but still, their win saw them set some team bests in MLS, including most goals (5) in game and most goals by both teams (8) in a game.
Di Vaio's goal in the second minute was the fastest ever by a Montreal player and his three goals was an Impact first in MLS.
"What more can you say about Marco — he's world class for a reason," said defender Jeb Brovsky, who got an ovation just as warm as the veteran striker when he came out of the game in the 77th minute.
Brovsky played despite dealing with the effects of breaking his nose in six places while going up for a header in a Voyageurs Cup match on May 15. He started out wearing a face mask, but ditched it after his botched clearing attempt led to McInerney' early goal for Philadelphia.
"It was a love-hate relationship after the first goal," said Brovsky. "I'd rather break my nose seven times than clear a ball like that again.
"So I thought I'd take the risk. I was fed up. I didn't want to put the team in harm's way again. The rain didn't help at all, either."
As Brovsky left the field, the announced crowd of 17,104 stood and cheered.
"I wasn't expecting that at all,"he said. "As much as I love the city, it's great to get the love back. It sent chills down my spine."
The game opened with a flyover by two CF-18 fighter jets and the teams seemed to be still stunned from the deafening roar as they traded goals in the opening five minutes.
Mapp sent Wenger up the right side and his cross was blasted in by Di Vaio in the second minute.
McInerney, known as Jack Mac, was open on the left side to slide in a Michael Farfan pass in the fifth.
Mapp used his left foot to chip a ball over the middle and Di Vaio stayed just onside to push it past Zac MacMath in the 28th. Andreas Romero, who left in the second half with a thigh injury, looped a pass over a crowd in the six-yard box where Di Vaio was waiting to volley it in the 32nd minute.
The striker formerly with Bologna in Italy's serie-A, Montreal's one Designated Player, had a shot at a fourth goal in the half, which would have matched his lifetime high set early in his career with Parma in Italy, but put a left foot shot just over the bar in the 38th.
Montreal looked to be cruising when Hoppenot, only four minutes after going on as a substitute, scored on a long drive from the right side that went just under the bar in the 69th minute.
The Impact spent much of the second half trying to set up Wenger and it clicked after the second-year striker's hustle earned a corner kick. Wenger flicked Felipe Martins' corner in for what turned out to be the game-winner.
Di Vaio got a big ovation when he came out, but a moment later, Montreal was caught napping again as a long throw-in was fielded by Le Toux at the edge of the penalty area and he spun and scored on a low drive inside the far post in the 85th minute.
Substitute Smith put in his first MLS goal in added time. The team's first-round pick in this year's Super-Draft had the ball, signed by all his teammates, at his locker room stall after the game.
He called it "an amazing feeling."
Notes: Alessandro Nesta returned from an adducter injury and rejoined Matteo Ferrari in Montreal's central defence. He said his fitness is not at peak, but he played 90 minutes and the groin held up well . . Right back Brovsky had played every minute of every game until he was substituted in the 77th . . The Impact honoured their 2004 A-League champion team before the game. Among players introduced was former Impact and Toronto FC goalie Greg Sutton, recently named head coach at Concordia University.