However, victory will be the target for Italy on home soil as they look to match their previous record for games without defeat, set between November 1935 and July 1939.
Mancini has indicated he will rotate his side with the knockout stages in mind, but experienced defender Giorgio Chiellini has warned Italy cannot take Wales lightly.
"They are a great team," said Chiellini, who is not expected to play any part in the match. "Wales have been playing together for many years and we know them well.
"There have been many small changes but never revolutions, so they are tough opponents."
Wales are practically through to the last 16 after drawing with Switzerland and beating Turkey in their two games, but need a point in the Italian capital to seal the deal.
The Euro 2016 semi-finalists do not have the best of records against Italy, though, losing seven of their previous nine meetings and failing to score in three attempts on Italian soul.
But winger Daniel James is relishing the chance to end Italy's long-running unbeaten run, which spans back to September 2018.
"Italy are a great team, but we have to go in believing we can win. We will do our analysis, and we will go there with our heads held high," he said.
"They've had a great run going into this tournament, but we want to win every game and we fully believe that we can do that."
PLAYERS TO WATCH
Italy – Marco Verratti
Verratti was not even named in Italy's squad for their opening two games as he continues to recover from an injury sustained with Paris Saint-Germain, but Mancini has hinted he will play a part on Sunday.
Manuel Locatelli has starred in Verratti's absence, becoming the third youngest Italy player to score a brace at a major tournament with his double against Switzerland.
But PSG midfielder Verratti has been one of the key men in Italy's remarkable turnaround after failing to qualify for the 2018 World Cup and Mancini will be eager to get him back to full fitness.
Wales – Gareth Bale
Gareth Bale skied a penalty in Wales' 2-0 win against Turkey, becoming the first player to miss the goal frame entirely with a spot-kick at the Euros since Raul for Spain against France in 2000.
The Real Madrid forward more than made amends for that, however, by assisting goals for Aaron Ramsey and Connor Roberts in a well-earned win for the Dragons.
He created five big chances across the 90 minutes in Baku – the most by a player at the Euros since such records were recorded in 1980.
KEY OPTA FACTS
- Italy and Wales' latest encounter was 18 years ago, in a European Championship qualifier back in September 2003. On that day, Filippo Inzaghi scored his one and only hat-trick with the Italian national team (4-0).
- Wales have made it out of the group stages in their previous two appearances at a major tournament (1958 World Cup, Euro 2016). If they avoid defeat in this game, they are guaranteed a spot in the knockout stages.
- Italy are looking to win all three of their group-stage matches for the fourth time at a major tournament, previously doing so at the 1978 and 1990 World Cups, and at Euro 2000.
- The Azzurri have gone 965 minutes without conceding, scoring 31 goals without reply in that run.
- If he keeps a clean sheet, Italy keeper Gianluigi Donnarumma would be the youngest keeper to earn shutouts in three consecutive games at the Euros (22y 115d on the day of the game).