The two men, aged 19 and 30, were apprehended at Bergamo airport near Milan late on Wednesday after presenting Austrian and Norwegian passports but answering only to Arabic, the Eco di Bergamo daily said.
They had been trying to board a flight to Malta. Security officials who searched their mobile phones found photographs related to the jihadist Isis group, it said.
The 30-year-old was also captured posing with a submachine gun, though he insisted it was a photograph of his cousin.
The younger man reportedly said he kept the images on his telephone in memory of his dead brother.
Italian security services have been on high alert following coordinated gun and suicide attacks in Paris last Friday claimed by Isis, and warnings from the FBI over possible jihadist attacks at Italy's historical sites.