The Azzurri Confederations Cup squad were kept inside on Friday to ensure they avoided the ongoing protests going on in the city and further afield.
AC Milan striker Balotelli was the exception, though, because he was doing charity work.
Prandelli was quoted in the Daily Mail as saying at a press conference: "He was the only one who had permission because his colour is a little different than ours."
But later in the press conference, he clarified his comments saying: "I'm sorry. It was a joke. Of course.
"Before I said something about the colour of our skin. I am glad we clarified that issue about why he was the only one allowed out.
"He was surrounded by all these people but he was working with a charity and doing something nice."