Cesare Prandelli set a new record for Italy's best qualification campaign, but was not satisfied with their win in the Faroe Islands.
The Azzurri are practically in Euro 2012 thanks to 19 points in seven games, a new record in European or World Cup qualifying.
They also conceded only one goal, giving Italy the best defence in all the Euro 2012 groups.
“We started very well and could certainly have put the game to bed straight away, but as it went on we struggled with the turf, our tempo and the Faroes' counter-attacks. That gave them confidence and raised our old fears,” he said of their 1-0 victory.
“When I said beforehand that I was worried to the right degree, it's because football teaches us that the smaller teams can cause trouble, especially at this time of the season. Therefore we welcome the three points and take them home.”
There were also concerns that most of the Italy squad hadn't yet played competitive football this season due to the Serie A strike.
“I think there were two reasons for our troubles. Firstly, the players know they are not 100 per cent fit and so tried to keep possession, which became sterile.
“I'd also add that the state of the pitch was quite difficult in the rain and so we needed one or two extra touches to keep the ball under control.
“The Faroes are very physical and we tried to make them work hard to open up spaces, but when we did manage that, we didn't finish our chances.”
If Italy keep a clean sheet for the opening eight minutes of Tuesday's game against Slovenia, they will set another new record.
Cesare Maldini's Azzurri went 708 minutes without conceding in the qualifiers for the 1998 World Cup, whereas Prandelli's side are now on 700 minutes and counting.