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.
However, forwards Alessandro Matri and Sebastian Giovinco struggled to make an impact and a second-half shift to a front three also failed to work, meaning Italy coach Cesare Prandelli has much head scratching to do with two warmups left.
"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.
Dempsey had a free-kick punched away by Azzurri captain Gianluigi Buffon and Brek Shea had a couple of opportunities.
Italy were limited to half chances from Thiago Motta and Giovinco as the lack of real width, a perennial problem for Prandelli, continued to cause difficulty.
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.
His physicality, flair and eye for goal are badly needed by Italy and Prandelli, who has made a stand against players misbehaving, has a difficult decision should the Manchester City striker continue to cause unwanted headlines.
U.S. midfielder Michael Bradley, who plays in Italy with Chievo, did his hope of gaining a move to a bigger club no harm with a solid display as the visitors held out in the second half despite the introduction of keen Azzurri debutant Fabio Borini.
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