Born in Italy, Sgroia immigrated with his family to New York in 1901 at age 15. Sgroia opened a butcher shop and lived with his brother Biagio on 117th Street in Manhattan. At some point, Sgroia became an enforcer for the Navy Street gang, a street gang in Brooklyn associated with the Camorra criminal organization. On 24 June 1916, members of the rival Manhattan Sicilian Morello Gang met with the Navy gang and its ally, the Coney Island gang, to discuss the division of criminal activities in New York. Unhappy with the meeting outcome, the Navy Gang decided to kill the Morello family gang boss Nicholas Morello (né Nicolò Terranova).
On 7 September 1916, Sgroia and other gang members ambushed Morello and his associate, Charles Ubriaco, who had been lured into a trap after having a few drinks and were on their way to a coffee house. In March 1917, Sgroia participated in the murder of Generoso Nazzaro.[who?] In May 1917, a Navy Street gang member became a government witness and implicated Sgroia in the Morello murder.
Sgroia was convicted of manslaughter and sentenced to 12 years in prison. Sgroia eventually testified against the gang and received a shortened sentence. After his release from prison, Sgroia was deported to Italy, where he lived a normal life with his family, where he died on 10 May 1940, aged 53.