Corey Flynn scored the only try to help a second-string New Zealand side grind out a 20-6 win over Italy in front of a capacity 80,000 crowd at the San Siro.
The hooker powered over in the corner in the 27th minute of the match at the home of soccer clubs Inter and AC Milan, while centre Luke McAlister scored the other points with his boot.
Craig Gower kicked two penalties for Italy, who put on a proud showing for the biggest crowd ever to see a rugby match in Italy.
They managed to disrupt the visitors' rhythm with robust defending and had them camped on their line in the closing stages, although they wasted a couple of chances in the first half with misjudged kicks.
"It's a dream to play in front of you all," Italy captain Sergio Parisse told the crowd. "Thank you for your support."
The All Blacks, featuring just three players who started last weekend's 19-12 win over Wales in Cardiff, did not have the best of starts, with debutant wing Ben Smith dropping an easy catch from a high ball after a sound fault had silenced much of the New Zealand national anthem.
Gower booted Italy in front in the fourth minute before McAlister replied for the visitors with two penalties of his own.
New Zealand were under intense pressure at times, especially in the scrum, and Flynn's try failed to ignite them, in part because of sloppy handling.
But Gower was also let down by his hands when Italy had a half chance and McAlister knocked over another penalty just before the break to give New Zealand a 14-3 lead.
He then split the posts with another early in the second half when Azzurri centre Gonzalo Garcia was sin-binned for lashing out.
Debutant All Black outhalf Mike Delany, taking the place of the suspended Dan Carter, created a good chance with a glorious cross-field kick on 50 minutes.
However, the Italian cover was good again and Gower narrowed the gap slightly with a penalty before McAlister hit back with a kick at the other end.
The All Blacks were repeatedly penalised for turning a series of scrums at the end and Italy were unlucky not to get a penalty try after a surging run from Parisse had put them within reach of the tryline.
New Zealand continue their European tour against England at Twickenham next weekend and the Azzurri take on world champions South Africa in Udine.
