The 76-year-old man died on Wednesday evening while his wife, 70, is in a serious condition at Rome’s Umberto I hospital.
They had been staying at a B&B on Passeggiata di Ripetta, La Repubblica reported.
At first staff at the B&B believed the pair had attempted suicide together, based on medicines found in their bedroom, but the theory was thrown out by a coroner.
The couple are now thought to have suffered carbon monoxide poisoning from a malfunctioning radiator.
The pensioner’s body is due to undergo an autopsy to confirm the cause of death, La Repubblica said.