The Italians defeated Slovakia to claim the top prize in Spain 12 months ago and returned with a similar line-up this time under the leadership of captain Tathiana Garbin.
Elisabetta Cocciaretto, who had lost her semi-final singles against Ukraine's Marta Kostyuk, landed the first blow for the champions when defeating Emma Navarro in straight sets 6-4 6-4 to get Italy on the front foot on Sunday.
Jasmine Paolini, a fan favourite in Shenzhen, then stepped on court to face Jessica Pegula and she ensured the trophy would be heading straight back to Italy with a 6-4 6-2 win.
"It's an unbelievable feeling," Paolini said. "Today was a really tough match. We're really happy and proud of ourselves, of our team. It's a great day for Italy.
"I was so happy with the win of Elisabetta, she did an amazing job, it was an amazing match. It is so much better to step on court when you are 1-0 up.
"I thought that was another tough match with the United States. It was really complicated, but we did an amazing job.
"Pegula is an amazing player. I was trying to focus on myself and hoping not to have to play doubles after that."
On Italy's continued tennis success and its legacy, Paolini added: "Hopefully many, many girls are going to start to play tennis. Tennis in Italy is growing a lot. Hopefully we are going to inspire some little girls."
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