Prandelli and his entire staff embarked on a trek of 21 kilometres (13 miles) at 3 a.m. Tuesday from the team hotel to a Camaldolese monastery.
Upon arriving in Poland on June 5, Prandelli and Italian delegation chief Demetrio Albertini had promised the monks that they would visit them by foot if Italy advanced from the group stage.
After Italy beat Ireland 2-0 in Poznan, the squad flew back to its base in Wieliczka, outside Krakow. After an early-morning dinner, players began joking with the staff that they needed to keep up their part of the deal. So, as the players went to bed, the 14-member staff set off on the 3 1/2-hour journey.
The younger members of the staff gained a half-hour lead on the older ones, and applauded ironically when the second group reached the monastery.
They returned by car to the hotel at 7:15 a.m.
"If, by chance, we win the Euros, I'll also do the 21-kilometre return trip," Italy captain Gianluigi Buffon said.
Italy's coaches are often religious or revert to superstition.
Former Azzurri boss and current Ireland coach Giovanni Trapattoni used to pour holy water on the pitch before matches.
Marcello Lippi asked his friends back in his hometown of Viareggio to get his boat ready before each match at the 2006 World Cup, so he could make a quick getaway if Italy was eliminated. He never had to, though, as Italy won its fourth title.
However, Lippi was seen on his boat soon after Italy was eliminated in the first round at the 2010 World Cup.
The Camaldolese monks and nuns are part of the Benedictine family of monastic communities. Their name is derived from the holy site of Camaldoli in central Italy, near Arezzo.
Before the tournament began, Italy's entire squad visited the former Auschwitz-Birkenau death camps that Nazi Germany operated during World War II.
Italy's quarterfinal opponent in Kyiv on Sunday is England.