Facebook does not support Italic on Facebook Chat at the moment. You can, however, use Bold and Italic by using special codes.
By typing stars (*) before and after your message you can make your instant message go bold e.g. *your text here*
Alternatively, by typing underline (_) before and after your message you can make your instant message underlined e.g. _your text here_
However, if you don't like the use of using codes, the Facebook Messenger Chit Chat for Facebook makes it possible for you to use Bold and Italic at a click of a button like you would in Word.
By typing stars (*) before and after your message you can make your instant message go bold e.g. *your text here*
Alternatively, by typing underline (_) before and after your message you can make your instant message underlined e.g. _your text here_
However, if you don't like the use of using codes, the Facebook Messenger Chit Chat for Facebook makes it possible for you to use Bold and Italic at a click of a button like you would in Word.