The 41-year-old was found on Thursday in his camper van in Torbole, on the shore of Lake Garda, Tgcom24 reported on Friday.
The Austrian had a cord around his neck, leading police to believe he died in an erotic game, rather than committing suicide or being intentionally killed, the news website said.
The man, as yet unnamed, left his home city of Innsbruck earlier this week to go climbing by Italy’s Lake Garda.
His wife became alarmed after not hearing from him for two days and reported her husband as missing. The Italian police then traced him to his camper van, Tgcom24 said.