The abduction follows the kidnapping of three Spanish aid workers last month.
Italy's foreign ministry says it is working through all political and diplomatic channels to secure the release of Sergio Cicala and his wife Philomene Kabouree.
Mauritanian security forces found their abandoned vehicle full of bullet holes near the eastern border with Mali this past week in an area known to be used by the Algerian-based terrorist group al-Qaida in the Islamic Maghreb.
That group claims responsibility for last month's kidnapping of three Spanish aid workers in Mauritania. It also says it was behind June's killing of an American teacher in the capital because he was allegedly trying to convert Muslims to Christianity.
The al-Qaida-affiliated group was responsible for last December's kidnapping of Canadian diplomat Robert Fowler and his aide Louis Guay in Niger as well as the abduction of four European tourists returning from a nomadic cultural festival last January. One of those tourists was killed.
Spain, France, and the NATO alliance are all working with Mauritania's government to improve its fight against terrorism.
In this latest apparent kidnapping, Cicala's daughter Alexia told Italian television that her father and his second wife live in Sicily and were traveling to Burkina Faso to visit Kabouree's 12-year-old son. Cicala urged Italian Foreign Minister Franco Frattini to move quickly to establish contact with the kidnappers.
A foreign ministry statement is calling for media discretion "to guarantee the safety of the hostages."
Al-Qaida in the Islamic Maghreb is a Sunni organization which was formerly known as the Salafist Group for Preaching and Combat. It began as an insurrection against Algeria's secular military rulers after they canceled parliamentary elections in 1992 when it appeared a coalition of Islamist groups might take power.
It has since expanded and aligned itself with the broader al-Qaida terrorist network, claiming responsibility for suicide bombings in Algeria last year and the kidnapping of two Austrian tourists in Tunisia who were later freed in Mali.
It is considered a terrorist group by both the U.S. State Department and the European Union.