A few months ago I published a review in this journal . Given that the journal is in Italian (although the review is available in both Italian and English) and that it is handled by a local university, I am not sure I could include this publication in my CV. What do you think?
A publication is work that you have published. You may include anything you want. The fact that many readers of your CV might not recognize the journal is irrelevant. Even for English-language journals, many readers might not recognize some journals.
If your CV is targeted to English readers, if your review were only in Italian, then it would be a good idea to include both the original Italian title an English translation. But if, as your question seems to indicate, the original article is available both in Italian and in English, then for an English CV, you should probably list only the English title.