Ruslan Malinovskiy's second-half volley for Ukraine means Roberto Mancini has still only recorded one win in charge of Italy.
Italy's winless run stretched to five games after they were held to a 1-1 draw by Ukraine at the Stadio Luigi Ferraris on Wednesday.
Roberto Mancini started his Azzurri tenure with a 2-1 win over Saudi Arabia in May but has failed to register another triumph since then – a run that has included away defeats to France and Portugal.
After failing to break the deadlock during a dominant first-half display, Italy went ahead in the 55th minute when Federico Bernardeschi's long-range drive was inexplicably spilled into his own net by Andriy Pyatov.