The Italy players were delighted after taking the lead in the Nations League play off semi-final.
Italy struck twice in the second half and withstood a late Belgium fightback to claim third place in the Nations League.
Nicolo Barella opened the scoring with a crisp volley a minute after the interval in Turin, before Domenico Berardi scored from the penalty spot.
Belgium hit the woodwork three times before pulling one back through Charles de Ketelaere.
The visitors pressed for an equaliser but Italy held on.