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While he won't get a chance to vote for the next U.S. president, Italian Prime Minister Matteo Renzi was clear that he's not rooting for Republican candidate Donald Trump.

"I think it is obvious for me and for a lot of us to prefer Hillary Clinton as commander-in-chief, because with her, there is a woman able to know every dossier, able to have a history and a future with all the partners," Renzi told CNBC on Monday.

Clinton's four-year stint as U.S. Secretary of State may raise her appeal with the world's leaders, all of whom are eager for no geopolitical shocks post-election.

Plus, as a Democrat, Clinton is much closer on the political spectrum to Renzi, who leads Italy's center-left Democratic Party. Renzi added that he liked the idea of the first black president of the U.S. being succeeded by its first woman.

One clear warning sign for European leaders has been the suggestion from Trump that he might recognize Russia's territorial claim on Ukraine if he becomes president.

The European Union, of which Italy is a member, is in the tricky position of trying to retain relations with Russia – a major trading partner – while enforcing sanctions against the country for its annexation of Crimea. Four EU member states – Finland, Estonia, Latvia, and Lithuania – border Russia and are fearful it may eye their territory next.

Renzi has been among European leaders trying to maintain links with Russian President Vladimir Putin and shared a stage with him at the St. Petersburg International Economic Forum in June. While Renzi hinted at his preference for a "Madame President" at the event, Putin praised Trump.

"Mr. Trump said he is ready to restore Russia and American relations. What can be bad about that? We welcome that," Putin said.

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