He netted 10 minutes into the second half after good work from Jozy Altidore in a largely deserved victory for Jurgen Klinsmann's visitors.
"It's a confidence builder, we are trying to move in the right direction, to be as sharp as we can for the summer for the World Cup qualifying games," Dempsey said.
"The goal is to qualify for the World Cup [in 2014] so it is important to come to a place like this, and play great teams on their own soil and get results. At times it wasn't pretty but we grounded out the result tonight."
Italy had a new look attack given Antonio Cassano and Giuseppe Rossi are facing a race to be fit for June's tournament while Mario Balotelli was omitted from the squad for continued disciplinary problems.
"Absolutely not," he told Rai Sport when asked if he was worried by Italy's form.
"I liked my team, we can have a great Euros. We were a little bit more incisive in the second half."
He started with four central midfielders and Angelo Ogbonna of second-tier Serie B side Torino in central defence, further underlining the Azzurri's problems despite their easy qualification for the tournament in Ukraine and Poland.
The first half was largely forgettable with the U.S. arguably more dangerous than Prandelli's men, who also lost 1-0 at home to Uruguay in a friendly in November.
Given Italy's lacklustre showing, Balotelli is highly likely to be included for Euro 2012 where Italy face holders Spain, Croatia and Ireland in the group phase.
