Marc Wilmots' side come into the tournament as one of the favourites although they have yet to win a major competition in the history, largely because of their frightening potential in the final third.
Boasting some of the Premier League's brightest attackers in Kevin De Bruyne, Eden Hazard and Romelu Lukaku among others - Belgium's forward line is as talented as any other nation's in France.
They struck 24 goals across qualifying, worse only than England (31) and Poland (33) who had San Marino and Gibraltar in their respective groups, with De Bruyne and Hazard both contributing five each.
And Manchester United midfielder Fellaini believes their staggering firepower, which has been integral to their rise to second in the FIFA world rankings going into this summer's tournament, can allow them to set the standard against the Azzurri in Lyon.
"We have a lot of top quality players up front who can make the difference," said Fellaini, who insisted that they have "three world-class forwards" in De Bruyne, Hazard and Lukaku.
The towering midfielder, who is expected to come into the starting line-up at the expense of Dries Mertens as Belgium switch from 4-2-3-1 to 4-3-3, hopes that his compatriots are "ready to score goals" and to "make a difference" as he hailed the importance of starting well.
He described it as "always important" to start an international tournament "with a win" especially because of the positive effect in can have on their "confidence."
But the 28-year-old is under no illusion as to the task they will face as they look for a first competitive victory over the Italians since 1972, calling it "a real challenge."
"It's up to us to play through their defence," declared Fellaini, who will always face up against Sweden and Ireland as part of one of the toughest groups at Euro 2016.
Red Devils capable of overawing Italy with their talent in the final third, believes Fellaini
Wilmots earlier in the week suggested that he would have preferred to face the test of the Italians last, but declared that there will still "be six points available" in the other two Group E games.
He insisted that he is not yet "calculating the permutations" and said they will take it "game-by-game" and said that even if Belgium only need a draw to progress "later on" then will "always want to win" and said his players "will do everything to achieve that too."
The Belgians will be able to call upon both Hazard and defender Thomas Vermaelen after recent scares, the former having to finish training early after sustaining a knock to his foot.
The Barcelona centre-back, meanwhile, was considered a doubt last week as he battled back to fitness from a tight muscle sustained in the second of their three warm-up friendlies.
But he has since proven himself able to play and should make up a new-look defence which could see at least one of Jan Vertonghen and Toby Alderweireld pushed out to full-back, where they have played frequently over the past two years for Belgium.
Vertonghen featured at left-back the last time these two nations met only last November, the Tottenham Hotspur defender's header helping them to a 3-1 win in Brussels in addition to De Bruyne and Michy Batshuayi's late strikes.