Until early in 1723 he remained in Rome, although little is known about the ensuing period of his life because we do not know where he was. In 1725 his name appears in Mantua, where Count Philipp von Hesse-Darmstadt appointed him virtuoso da camera (Mantua was ruled by the House of Habsburg). However, there are no indications that Locatelli actually was in Mantua; he could simply have been passing through, his short stay remaining undocumented. After 1725 his name turns up successively in Venice, Munich and Berlin. In 1728 he was in Frankfurt and Kassel. Wherever he travelled he gave concerts and received rapturous acclaim for his virtuosic playing.

He was unable to settle anywhere, however, and did not wish to spend the rest of his life as a court musician. In 1729 he therefore moved to Amsterdam, a city lacking a court but which did offer ample opportunities for him to publish his compositions. Amsterdam was known throughout Europe for this aspect of its musical scene and many Italian composers, including Vivaldi, published their music there even though they themselves never visited the city. Having had every composition since his Opus 1 (composed in 1721) published by Roger en Le Cטne in Amsterdam, Locatelli lived and worked there as an 'Italian music master' from 1729 until his death in 1764.

Amsterdam offered him many advantages: he was able to work there as a free musician, unfettered to a church or court. He could compose whatever and whenever he wanted. For an eighteenth-century composer this was highly exceptional. He participated little in the city's music scene. He had no pupils and never played in public. On Wednesday evenings he did, however, give concerts in private houses, which were highly fashionable among the city's beau monde. Locatelli preferred not to have any professional musicians attend, a suspected reason for which is that he was afraid of their imitating him. For a musician who in terms of virtuosity left his contemporaries far in his wake - see L'Arte del Violino concertos opus 3 - such fear is remarkable. Thus the claim is occasionally made that Locatelli himself was not a virtuoso at all, rather he was merely afraid of making mistakes.

The States of Holland and West Friesland granted Locatelli permission to print his own music and to sell it from home. In addition to selling his compositions he also sold books he had acquired from all over Europe. They were about all sorts of subjects, in no way restricted to music alone but embracing theatre, literature and visual art. As a composer and merchant he was therefore able to support himself. Given his wealth when he died in 1764 (an enormous library was discovered in his house) and the extent to which his music circulated throughout Europe, he must have possessed a genuine Dutch commercial streak.