In July 2004, Iliev went abroad and joined Italian side Messina on a free transfer. He made 29 appearances and scored once in his debut season in Serie A, as the club finished in a respectable seventh place.
In January 2006, after receiving very little playing time, Iliev was loaned to Serie C1 side Genoa, helping them earn promotion to Serie B via the playoffs. He subsequently returned to Messina, but failed to help the team avoid relegation from Serie A in the 2006–07 campaign, finishing bottom of the table.