Italics are used to point out, "Yes, this word is foreign, so it's okay if you don't know what it means." Therefore, italicize the first instance of a foreign word, but only if it's unfamiliar to English audiences. If it's foreign, but commonly used in English (like deja vu, for instance), you don't need to do anything to it.
Make sure the word is understandable through context, or else give a subtle explanation. You don't want to confuse anyone with unfamiliar words. Like, I might say in my novel, "A pair of gendarmes stood at the door." If you don't know what a gendarme is, you might be wondering whether they're door-to-door salesmen, or beggars, or what. Gendarmes are actually a specific type of police officer, so I would need to give some clue to help readers figure it out.