The match began with a missed opportunity for Wales, as Josh Adams spilled a try-scoring chance in the second minute following a kick from Tomos Williams.
Italy capitalised soon after, with Tommaso Allan slotting a penalty in the fifth minute to take an early 3-0 lead. Ben Thomas responded with a penalty of his own in the 17th minute to level the scores.
Midway through the first half, Paolo Garbisi spotted space on the blindside and kicked through for Ange Capuozzo, who crossed for Italy's first try.
Allan converted and soon added another penalty, extending Italy's lead to 13 points by halftime.
Wales' hopes suffered another blow in the 60th minute when Josh Adams was shown a yellow card for a head-on-head collision with Martin Page-Relo.
Allan, despite missing two earlier kicks, slotted another penalty to stretch Italy's advantage.
Aaron Wainwright gave Wales a glimmer of hope in the 70th minute with a try from a rolling maul, though Dan Edwards failed to convert.
Late drama unfolded as Marco Riccioni and Dino Lamb received yellow cards for Italy, and Wales were awarded a penalty try, narrowing the gap to seven points.
However, Taulupe Faletau's penalty concession allowed Allan to seal the game with another three points.
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