Emanuele Giaccherini opened the scoring with a superb two-touch finish following a stunning pass from Leonardo Bonucci.
Wilmots sent on Dries Mertens and Divock Origi – the latter for a disappointing Lukaku –during a second half in which Belgium showed substantially more promise, only for Pelle to volley a second on the break deep into stoppage time.
Italy sprung a surprise in Group E by beating Belgium as Euro 2016’s highest-ranked nation fell to a 2-0 loss in Lyon.
Belgium now sit bottom of the group following Republic of Ireland’s 1-1 draw with Sweden.