The answer is: Ethiopia.
Starting on October 1935, Mussolini began the Second Italo-Ethiopian war which was waged between the Kingdom of Italy (with Mussolini at its head) and the Ethiopian Empire (ruled by the Emperor, Haile Selassie). The invasion conducted by Italy resulted in the defeat of Ethiopia and its annexation to the Italian East Africa colony. Fighting ended with Italy´s final defeat in 1941 during the East African campaign.