“No to any form of violence, but no also to whoever dumps all the problems on the suburbs,” said far-right Interior Minister Matteo Salvini, repeating his vow to close all Roma camps.
The situation in Torre Maura, east of Rome, degenerated on Tuesday night when around 70 Roma, including 30 children, were brought to be housed in a municipal building before being found a permanent home.
Some residents took to the streets to protest and were rapidly joined by activists from neo-fascist groups CasaPound and Forza Nuova.
Protesters set fire to bins and trampled on food that had been provided for the Roma families, while hurling racist abuse, Italian media reported Thursday.
“Get lost, if you come out, we'll kill you,” one protester shouted, the La Stampa newspaper reported.
“We should burn them,” another person shouted, against a background of chants of “Italy, fascism, revolution.”
Rome mayor Virginia Raggi, from the Five Star Movement which governs in a national coalition with Salvini's Lega, initially refused to cede to violence but then agreed to move the Roma families again.
More protesters shouted at the Roma and made Nazi salutes as they were taken away.
The judicial investigation will look into whether there was criminal damage and threats with racial hatred involved, Italian media said.
Anti-immigrant leader Salvini, also deputy prime minister, said after coming to power last year that he wanted a census of all Roma in Italy so that foreigners could be expelled.
“As for the Italian Roma, unfortunately one has to keep them at home,” he added.
Non-profit organisation Associazione 21 Luglio estimates there are between 120,000 and 180,000 Roma, Sinti and traveller people in Italy, of whom roughly 16,400 live in formally recognised camps.
Of the camp residents, 43 percent are Italian citizens, while the rest come from ex-Yugoslav countries — around 3,000 of whom are stateless.
Despite Roma making up at most 0.3 percent of Italy's population, they can be subject to extreme hostility from the general public.
The people living in Roma camps are often blamed for a variety of petty crimes like pick-pocketing, copper theft and break-ins.
Two of Rome's major organised crime gangs are headed up by two long-settled Sinti families that control drug distribution in certain sections of the city.