A minute later Italy were ahead with Belotti setting up Cristiano Biraghi who connected with Bernardeschi to finish off for his second goal in a row after Greece last weekend.
Belotti broke through for the second with 20 minutes to go getting his head to the end of Freiburg winger Grifo’s corner.
El Shaarawy, who plays for Shanghai Shenhua, came on for Zaniolo after the hour mark, and set up Romagnoli for the third before scoring himself with eight minutes to go.
Belotti completed the rout when he dived to meet a Di Lorenzo cross for his second goal on the night as Liechtenstein fell to their sixth defeat in eight games, having held Greece and Armenia to draws.
“Liechtenstein brings me luck, especially here as I got a brace last time too,” said Belotti, with five of his eight Italy goals against the team.
“We’re a completely different team from the one that lost the World Cup play-offs to Sweden two years ago.
“It’s right that Italy are back where we belong.”
Italy next play Bosnia and Herzegovina on November 15 with Liechtenstein travelling to second-placed Finland Liechtenstein.