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You will require a visa, from TIMATIC :
Visa required.
Visa Exemptions
Stateless persons and refugees residing in Italy for a maximum stay of 180 days, if their original passport was issued by Andorra, Argentina, Australia, Austria, Bahamas, Barbados, Belgium, Belize, Brazil, Bulgaria, Canada, Chile, Colombia, Costa Rica, Croatia, Cyprus, Czechia, Denmark, Estonia, Finland, France, Germany, Greece, Hong Kong (SAR China), Hungary, Iceland, Ireland (Rep.), Israel, Italy, Jamaica, Japan, Korea (Rep.), Latvia, Liechtenstein, Lithuania, Luxembourg, Macao (SAR China), Malaysia, Malta, Marshall Isl., Mexico, Micronesia (Federated States), Monaco, Netherlands, New Zealand, Norway, Palau, Panama, Paraguay, Peru, Poland, Portugal, Romania, Russian Fed., San Marino, Singapore, Slovakia, Slovenia, Spain, Sweden, Switzerland, Trinidad and Tobago, Turkey, USA, Ukraine, United Arab Emirates, United Kingdom or Uruguay.
To get a visa for Mexico, you can find all information for it on Milan Consulate General website, with the time to get a visa to be ~10 days