Wales aim to take the next step in their RBS Six Nations title bid against the Azzurri before a Triple Crown clash against holders Ireland next month.
But Wales have won just two of their last five meetings with Italy, most recently incurring a controversial loss last season in Rome following a time blunder by match officials.
And flanker Thomas has warned Wales they cannot afford to look past the Millennium Stadium tie this weekend. “The biggest danger is looking further than Italy, especially now with the Ireland game coming up,” he said.
“But it would be stupid to underestimate Italy. They were formidable in their first two games and have caused us real problems in recent years. They have probably really enjoyed playing against us.”
Wales have already broken their 20-year hoodoo at Twickneham under new coach Warren Gatland. But they lost in Rome in 2003 and 2007 and were held to a 18-18 draw the last time the countries met in Cardiff in 2006.
Thomas said: “Italy are developing into a strong side. They were not that competitive when they first joined the Six Nations but all the boys know just how tough Saturday will be.
“But we have a lot of confidence from our first two wins. We need to stamp our authority on the game early and bring a clinical edge.”