On Wednesday last week a Chinese shopkeeper and his nine-month-old baby Joy were brutally gunned down in a suburb of Rome in a robbery that went horribly wrong.

Zhou Zheng, a 31-year-old Chinese bar owner, and his daughter were killed in the ethnically diverse Torpignattara area in the city’s south east when two thieves demanded the bar’s takings. Zheng’s wife was injured in the attack and is understandably traumatised as she recovers in a local hospital.

She told police that the killers, believed to be two North Africans, yelled: “We will kill you like a dog”, before firing a single shot that apparently passed through the baby and then ended her husband’s life.

The brutal slayings shocked a nation emerging from the festive season but they also raise serious questions about the fragile state of race relations in Italy and whether government leaders are confronting the challenges of integration in a genuine way.

Only a month ago two Senegalese street vendors were gunned down and three others were injured in Florence when a right-wing extremist from a small town in Tuscany went on a shooting spree before killing himself. Outraged  Senegalese community leaders confronted police and politicians in the Renaissance town and now it is the turn of the Chinese.

President Giorgio Napolitano visited Lia Zheng in hospital and Interior Minister Annamaria Cancellieri urged people to stay calm, while senior police and politicians discussed strategies to improve security. A massive manhunt was stepped up for the killers believed to be Moroccans with criminal records.

On Tuesday, several thousand people marched through Rome to remember the victims and call for an end to the violence. Chinese shopkeepers closed their doors to join the protest, which ended with a candlelit vigil near the scene of the crime.

The mood was sombre and few were prepared to speak to the media in Chinese or Italian.

“There is prejudice against Chinese,” said Xiaoping Yan, a university student from Shanghai. “The government does not care about the Chinese minority and this time they showed their anger because this hurt their pride and their interests.”

Rome mayor Gianni Alemanno, a former fascist, once hinted that immigrants were responsible for many of the city’s problems after a Rumanian was accused of murdering a woman in a highly publicised crime. This week he stood by Lia Zheng’s hospital bed and said the city was suffering from a “criminal emergency”.

“There are criminal beasts that operate in our city that must be stopped at all costs,” he said. But the mayor didn’t make it to the street protest and instead pledged to increase security and name a street in honour of the Joy and her father.

That’s unlikely to satisfy the shopkeepers, bar owners and other small businesses — some of whom have hired private security guards to protect themselves and their property in the Chinatown area of Rome around Piazza Vittorio.

Lucia Hui King, leader of Rome’s Chinese community who led this week’s street protest, said organised gangs are deliberately targeting the Chinese because they are considered easy prey.

“We Chinese have really lived with a lot of fear and anguish in the last few months,” King said. “I am so sorry that it took two deaths to finally make people realise that we cannot take it any more. We are being tailed, checked and followed.”

The bag stolen and later discarded on the night of the murders contained €16,000 in cash — not only from the bar of the victim but also a local money transfer centre where he worked.

“We cannot take it any more,” said Antonio Dong, a herbalist. “We are suffering continual robberies and muggings, but many do not even report them any more.”

That may be the case but empathy from Italians outside their neighbourhood is muted. As the Monti government looks at tighter controls on receipts and invoices in its fight against tax evasion, there are plenty of Italians asking questions about Chinese businessmen carrying bags of cash and whether there is a universal approach.

“It is a black economy,” one Italian shopkeeper said. “I have to issue receipts, I have to account for everything.  They have all this cash and a lot of it is going straight back to China.”