The envelope was addressed to Justice Minister Andrea Orlando and contained bullets used for Kalashnikov machine guns, Rai News reported.
The Arabic message reportedly said: "We will enter Rome and cut off your head. Allah is great," and was allegedly signed by the Isis extremist group.
No further details have yet emerged but investigators were immediately informed and are looking into the incident.
Italy has been on high alert amid a terror threat since the November attacks in Paris.
Earlier this week two men were arrested after trying to disarm a soldier standing outside a cathedral in Rome, while shouting "Allah is great".
Hundreds of soldiers were deployed to patrol the capital's streets in the wake of the attacks, while security has been tightened at airports, train stations, borders and monuments.