Bonucci has been caught up in the axing of Zenit St Petersburg fullback Mimmo Criscito over the alleged match fixing investigation.
"We want to win and emerge clean from this situation," Coach Prandelli told Rai Sport.
"The most irritating thing is that someone linked Bonucci's situation with that of Criscito, which is not the case.
"Bonucci did not receive any official notice he was under investigation by police. This is why he is coming to the Euros with us."