It was a nervy first half, but Italy prevailed 2-1 on aggregate.
The Bianconeri went behind after 10 minutes, but Gianluigi Buffon’s low drive into the area was saved by Zlatan Ibrahimovic and then Marco Verratti’s second of the game.
After a flurry of attacks, the Croatian were level in the 23rd minute, when Buffon fired a low drive against the post from 25 yards.
With just 15 minutes left, Ibrahimovic took the lead.
He nodded a shot past Verrati, who calmly volleyed in a rebound and a minute later the Croatian midfielder struck a shot on goal from distance.
The goal was enough to send Italy into the final day of qualifying, with their next leg at home to Montenegro on Monday.
The game was played on the first day of Euro 2016 qualifying.