Tries for Monty Ioane and Lorenzo Pani, along with the boots of Paolo Garbisi and Martin Page-Relo, helped the visiting team repeat their 2022 success in the Welsh capital and end an eight year run at the foot of the table.
Wales fought until the end and saw Elliot Dee, Will Rowlands and Mason Grady cross in the second half but it was not enough to prevent a first wooden spoon since 2003.
FOUNDATIONS SET IN THE FIRST 40
Italy's dominant defence laid the foundations for their first half dominance.
Quick linespeed from Gonzalo Quesada's team hassled and hurried the hosts and their liveliness helping Garbisi open the scoring from the tee with less than six minutes played, the fly-half slotting over a penalty after Michele Lamaro forced Wales scrum-half Tomos Williams to hold on in contact.
Garbisi added three more points seven minutes later, George North this time penalised at the breakdown after finding himself isolated.
Trying desperately to get a foothold in the game, Wales did not take advantage of the opportunities presented to them.
A missed Sam Costelow kick to touch and Nick Tompkins knock-on frustrated Wales further and silenced the home supporters.
After pushing Wales closer and closer to their own try line, a try for the Italians began to feel inevitable. It arrived when Juan Ignacio Brex's deft pass to Garbisi allowed his fly-half time to pick out Monty Ioane, whose line cut the Welsh defensive line and add saw him dive over for his 13th Test try.
Wales rued more misfortune as the first half wore on, as miscommunication between Cameron Winnett and Sam Costelow handed Italy possession deep in Wales territory and Nick Tompkins knocked-on in the midst of his team's most coherent attack of the half.
PANI PUTS AZZURRI OUT OF SIGHT
Errors continued into the second half for Wales. A neck roll by Adam Beard released all the pressure created by a break from Rio Dyer shortly after play had resumed.
Soon afterwards, Italy struck a hammer blow to any home hopes of a comeback.
Coming directly from an Italian lineout in their half, the Azzurri dissected their hosts as Brex and Garbisi combined once again, before Ioane provided the final pass to Lorenzo Pani.
Dancing past Dyer and Josh Adams to score dot down with Tompkins in hot pursuit, the Zebre man produced a Cristiano Ronaldo-esque celebration after his fine finish.
Warren Gatland's team gradually began to wrestle back momentum and possession as they continued to push towards the Italy try line.
A last-ditch tackle from Ross Vincent prevented an almost certain try for Williams but Dee did manage to dot down for the home side in the 63rd minute.
But Italy kicked two more penalties to push themselves out of sight, Garbisi striking with 10 minutes left on the clock before another breakdown penalty close to halfway was superbly slotted by Martin Page-Relo.
WALES END WITH A FLOURISH
Wales gave their fans something to cheer with two tries in the dying minutes, Will Rowland and Mason Grady crossing the whitewash to snatch a losing bonus point.
Rowland's score came in close quarters, the lock driven across as the hosts sought a dramatic late fightback.
With the clock in the red, Grady capped a fine outing from the replacements with a try, latching on to Kieran Hardy's box kick before kicking the ball past the Italian defence and dotting down.