Alma Shalabayeva, the wife of exiled oligarch and opposition figure Mukhtar Ablyazov, and their daughter, Alua, arrived in Rome from Kazakhstan via Germany.
The hasty expulsion of Shalabayeva and then six-year-old Alua in May without a chance to appeal, forced the Italian interior ministry's chief of staff to resign.
Following the scandal, the Italian foreign ministry lobbied the Kazakh government for the pair's return.
Speaking at a hastily-arranged press conference in a luxury hotel in Rome, an emotional Shalabayeva thanked Foreign Minister Emma Bonino personally saying she had been "very brave".
While in Kazakhstan, she said she was "watched by some cars and some people who surrounded our house".
Italian media said police had acted at the behest of Kazakhstan's ambassador to Rome and one report said the Italian energy major ENI acted as an intermediary – a charge denied by ENI and currently under investigation.
Ablyazov himself has been arrested in France and is facing extradition requests from Russia and Ukraine for massive embezzlement when he was the head of a bank.
"I want to visit him. He's my husband. I miss him very much," said Shalabayeva, 47, speaking next to her eldest daughter, 25-year-old Madina.
Shalabayeva is still under investigation in Italy for using false papers – a Central African Republic passport she had when she was expelled.
Italian prosecutors are also investigating the way she was deported.
Interior Minister Angelino Alfano resisted calls for his resignation over the affair.
A former Kazakh energy and trade minister, Ablyazov is accused of having stolen billions of dollars in state and investor funds while leading the Kazakh BTA Bank, which also had interests in Russia and Ukraine.
Ablyazov became an opposition figure after being arrested over the fraud charges in 2002. He then fled Kazakhstan for Britain, saying that the accusations against him were politically motivated.