They mounted a late comeback that almost saw them steal a valuable road win.
With 4:31 to play, Nadezhda led 54-43 after Shameka Christon split a pair of free-throws but Israel international Liron Cohen answered with a three-pointer almost immediately for Schio.
The Italian team drew even closer when Cohen hit a jumper inside the arc with 2:54 remaining to the trim the Nadezha advantage to 54-48.
With Becky Hammon injured and unavailable for Nadezhda, Vladimir Koloskov's side began to lose its grip on the contest.
Coming out of a timeout, Nadezhda turned the ball over but Schio failed to punish them as Chiara Pastore was off target.
The sensational Anastasiya Verameyenka sank a jump shot with 2:08 to go to push the lead back to eight, only for Schio's Cohen to hit another three eight seconds later and reduce the arrears to 56-51.
Nadezhda had two more turnovers, the second of which was a shot-clock violation, and Laura Macchi shortly after knocked down her team's third three-pointer of the game with 41 seconds to go.
Schio had two more chances to tie or take the lead but missed from long range on each and suffered a two-point setback.
USA international Tina Charles and Belarus star Verameyenka each had 16 rebounds to go with 11 points.
Verameyenka also dominated in the low post on defense, swatting eight shots.
Cohen had 12 points and Macchi 11.
Schio's Janel McCarville walked off the court with 11 rebounds and eight points.
Sandro Orlando ,Beretta-Famila coach:
"It was a hard match for our team. We lost too many rebounds, did not have time to be protected. Hard to play when the team does not make the balls from the right position. All my players had a low shooting percentage, and that's also a reason we could not win today's match."
Liron Cohen, Beretta-Famila player:
"Congratulations to Nadezhda for their victory in this entertaining match. In the third quarter we lost control of the ball, and in the fourth period we tried hard to catch up with the home team, but in the end we did not have the extra two points."
Alexander Yermolinsky, Nadezhda assistant coach:
"Our team was not in its optimal roster for this game. Today we played only seven players, but we definitely had to win this match as a defeat would complicate our group situation. We took this game very seriously and prepared carefully for it. As a result, our team has played to their limits and won the duel."
Olga Ovcharenko, Nadezhda player:
"Today, our team game was not very good. We made mistakes in what was a tough game. At the very end of the match we almost lost, but we got lucky. In the end we took what is our first and very important victory."