Dragons RFC wing Rio Dyer grabbed a first half try as Wales withstood a late Italy fightback to register their first win of the Six Nations campaign in Rome - a result that lifts them to fifth in the table.
Scores from Dyer, Liam Williams, Taulupe Faletau and a penalty try sealed the bonus-point win, while Owen Williams kicked seven points.
Italy responded with tries from Sebastian Negri and Juan Ignacio Brex.
The Azzurri's 10-year wait for a home Six Nations win continues after suffering a 25th successive tournament defeat in Rome.
Wales now finish the tournament in Paris against France next Saturday (March 18).