Andrea Cambiaso and Mateo Retegui had Italy 2-0 ahead in Rome before Lorenzo Pellegrini's red card eventually saw Belgium fight back through goals from Maxim De Cuyper and Leandro Trossard.
Former AC Milan midfielder Tonali said afterwards: “It was a positive performance, the red card is part of the game and we have to accept it.
“We proved that we can play good football and it was difficult to confirm the good work that had been seen in the first two games, as people expected a lot from us, but we were that team in the first 40 minutes.
“We have to accept that the game changed after the red card, especially as Belgium then immediately scored from that free kick, but for an hour we held out well against a tough opponent.”
Tonali added, “In the first 40 minutes, you could tell we were enjoying our football and that is something that was missing over the last year. It’s the approach we like the most.
“That turned into suffering when we were down to 10 men, but we remained solid and united to finish the game with heads held high.”