Centre Lisa Thomson broke through a tackle to finish off an interception try under the posts on 50 minutes, with Lana Skeldon adding the conversion.
The visitors finished strongly but could not add to their tally.
Italy dominated the early stages with tries from Melissa Bettoni, Elisa Cucchiella and Manuela Furlan.
It was the Italians' first win of the tournament following defeats by France and England, while Scotland are without a success since 2010.
Bettoni squirmed her way over a pile of bodies to breach the Scottish defence on 16 minutes, with prop Cucchiella also crashing over before the interval.
Furlan's score made it 22-0 for the hosts early in the second half but the Scots refused to fold and Thomson's try gave them the impetus to pin Italy back for spells, although they could not find another way through.
Italy: Furlan, Magatti, Cioffi, Rigoni, Stefan, Schiavon, Barattin (capt), Cucchiella, Cammarano, Bettoni, Pillotti, Trevisan, Este, Locatelli, Giordano.
Replacements: Gai, Giacomoli, Nicoletti, Ruzza, Arrighetti, Folli, Zangirolami, Madia.
Scotland: Rollie, Sinclair, Gaffney, Thomson, Lloyd, Martin (capt), Maxwell, Balmer, Skeldon, Smith, Wassell, McCormack, Forsyth, Dunbar, Konkel.
Replacements: Quick, Falconer, Lockhart, Sim, Stodter, Law, Bain, Evans.
Scotland women's long wait for a Six Nations win goes on but there were further signs of encouragement in a 22-7 loss to Italy in Bologna.