The Euro 2012 finalists claimed an unconvincing 2-0 win in the Group B clash in in Modena as they struggled to build on their opening draw with Bulgaria.
The goals came from Mattia Destro early in the game and Federico Peluso at the death.
"In the second half we did better, playing with more discipline and creating more space. At the moment we are not brilliant, September is always a difficult month," Prandelli said on the Italian Football Federation's official website.
Roma striker Destro scored his first senior international goal to open the scoring after five minutes.
"In Bulgaria I was not able to score, even though I had two chances and I was hoping to score today [Tuesday]," he said.
"For an attacker is easy to play with team-mates who can create chances. We played against a team who were difficult to break down.
"I congratulate Malta, who played a great game and made it difficult for us."
Peluso, the Atalanta defender, also scored his first goal for Italy and described the match as one he would "always remember."