The result not only means Italy are guaranteed second place behind Spain but the result could have a disastrous impact on their ranking in the draw for November's play-offs.
Spain have qualified top of Group G after thrashing Albania 3-0 to book their place at the 2018 World Cup in Russian Federation.
Spain secured qualification to Russian Federation, meaning Italy will have to wait till the second round of qualifying to earn their ticket.
"I think the praise was exaggerated before and the criticism is exaggerated now".
On the occasion of his 172nd cap, he told Sky Sport Italia: "The favourite sport at this time of year is to criticise the coach, but I think a team like this and players like us should be winning these games anyway and it doesn't depend on the coach".
"In football, when you don't do anything in attack for an entire half, it can well be that you concede".
If Immobile and his fellow attackers can break the deadlock early Italy will be in with a good chance of claiming the heavy victory they will likely want. We have a match waiting for us in Albania (on Monday) before the play-offs and we'll go out there to play.More news: Iowa State QB Park takes leave from team for medical reasons
It was more of the same in the second half with Macedonia content to sit back and wait for an opening.
At his pre-match press conference, he said: "Will I resign if we lose to Macedonia?"
"Maybe we thought that we're better than we are, even if a 1-0 win wouldn't have changed anything and a draw just extends a cycle that we need to get out of fast through pride, determination and a sense of responsibility".
"We lacked that conviction and confidence that you always need on the pitch because that gives you the certainty in your movements".
Supporters at Turin's Stadio Olimpico turned against the players and national head coach Giampiero Ventura as Macedonia were allowed to force a 1-1 draw that confirmed Italy will finish as Group G runners-up to Spain.
On the whistles he faced as the tide turned against Italy in Turin, Ventura added: "Italy should never be whistled, the team represents all of us".