As had his brother Attilio, Furio Piccirilli studied at the Accademia San Luca in Rome. He went to England in about 1887 to continue his studies and, while there, worked for the sculpting firm of Farmer and Brindley. He immigrated to America in 1888, worked for the Perth Amboy Terra Cotta Company in New Jersey, and then for the Piccirilli family firm of marble carvers in New York. He became a specialist in relief sculpture and, except for his brother Attilio with whom he always had a very close relationship, he was the best known member of his family. He won honors at the Pan-American Exposition in Buffalo in 1901, at the St. Louis Exposition in 1904, and at the Panama-Pacific Exposition in San Francisco in 1915. For the Court of the Four Seasons at the San Francisco fair, he designed a number of large figural groups. In 1920, he executed all of the sculptural decoration for Parliament House, Winnipeg, Canada, which included a statue of Pierre Gauties de la Varenne.
Furio returned to Rome in 1921 to marry and after several years rejoined his brothers in America. The ill health of his eldest son, however, forced him to take his family back to Italy in 1926 and there he remained for the rest of his life.
Piccirilli's work was first shown at the National Academy in 1889 when he exhibited a relief portrait of Victor Hugo. Examples of his animal sculptures appeared at the Academy during the 1920s and he won the Speyer Memorial Prize for one of these, the black marble Seal (cat. no. 198; versions at the Metropolitan Museum of Art and Brookgreen Gardens), in 1929.