All 12 members of the team made the cut at Wentworth and seven finished in the top 10, with Tyrrell Hatton a runner-up, Jon Rahm fourth, Viktor Hovland fifth and Tommy Fleetwood sixth.
McIlroy, who only made the weekend thanks to a birdie on the 18th in near-darkness on Friday evening, carded closing rounds of 67 and 65 to climb into a tie for seventh before heading to Mykonos for a friend's stag do on Monday.
Asked if Europe captain Luke Donald would be pleased with the leaderboard, McIlroy said: "It's awesome. We're in a good spot.
"We had a really good day in Rome on Monday, the team's been shaping up really well for the last couple of months, everyone's been in pretty good form.
"It's still almost two weeks away until the first ball is hit on the Friday morning but I'm sure you'll ask all the boys that are coming in here they are all just so excited to get to Rome and get going."
McIlroy began the final round 10 shots off the lead held by Ryder Cup team-mate Ludvig Aberg but closed to within two after covering his first 15 holes in seven under.
However, the 2014 champion was unable to birdie either the 17th or 18th, both par fives, to put more pressure on the players still out on the course following an 82-minute weather delay.
"It's not disappointment that I haven't won, I'm more disappointed that I couldn't take advantage of the positions I put myself in on 17 and 18," McIlroy said. "Even if I had birdied those two holes and not won at least I'd have given myself every chance and given the guys that are still out on the golf course work for it a little more.
"There's a couple of things to work on and to try and iron a couple of the misses out of my game.
"I'm getting a little quick in transition with some iron shots and leaving some out to the right but apart from that I feel like everything is in pretty good shape."
New Zealand’s Ryan Fox staged a brilliant comeback to win the BMW PGA Championship as he covered his last 13 holes in eight under par for a closing 67 at Wentworth.