Twelve people were killed and around 50 injured, some critically, when a truck ploughed into a crowd in the German capital.
Named as Fabrizia di Lorenzo, Italian media reports say the 31-year-old had lived in Berlin since 2013, where she worked for a transport agency.
The Italian Embassy in Berlin has confirmed that one Italian is missing, while Italian president Sergio Mattarella said on Tuesday: "I'd like to express my sadness and anguish over the attack yesterday, sorrow for the victims, solidarity towards the affected countries and apprehension over the fate of the young Italian missing in Berlin."
According to Rai News, di Lorenzo's mother and brother have left for Berlin to undergo DNA tests and confirm whether she is indeed among the dead.
Her father told La Repubblica that he did not expect her to be found alive.
Two other Italian citizens were reported lightly injured in the attack, one of whom has already been released from hospital.
The Italian embassy in Berlin has set up an emergency email address and phone line, including an Italian number.
On Tuesday morning, Italy's anti-terrorism unit CASA met to discuss the country's threat level, while security measures at Christmas markets around the country have been increased.
For the latest updates on the news from Berlin, follow the live blog on The Local Germany.