Robyn Wilkins kicked an early penalty and also converted Hannah Jones’ try to give Wales a 10-5 lead at the interval, with Italy scoring through hooker Melissa Bettoni but also spurning a number of other chances.
The visitors made amends after the break and scrum-half Sara Barattin was stopped just short of the line after a superb break, but the ball was quickly recycled for winger Maria Magatti to dive over from close range.
Five minutes later Italy worked the ball wide from a five-metre scrum and left wing Sofia Stefan was given a simple finish, with Michela Sillari converting both scores to make it 19-10.
Wales refused to throw in the towel and Kelsey Jones scored a well-worked try from a line-out, but Italy held on to seal victory at Cardiff Arms Park.
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