Reigning French Open champion Schiavone quickly dispatched 18-year-old CoCo Vandeweghe 6-2, 6-4, in one of the day's matches. Pennetta downed Bethanie Mattek-Sands 7-6 (7-4), 6-2, in the other.
Vandeweghe was tapped by U.S. captain Mary Joe Fernandez for the final over the more experienced Melanie Oudin, but the American youngster was broken four times by Schiavone in her Fed Cup debut.
Pennetta had to expend a bit more effort against Mattek-Sands but still managed to give defending champion Italy a big lead in the best-of-five final at the San Diego Sports Arena.
The United States will attempt a reverse-singles comeback Sunday, when Mattek-Sands will face Schiavone and Vandeweghe will hope to rebound against Pennetta.
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