Boxes containing pigs' heads have been sent to the Israeli embassy in Rome and the city's synagogue, Italian media reported Saturday.
The package mailed to the embassy in the wealthy Parioli area of the Italian capital was intercepted by police after other similar parcels were sent to the synagogue and the Jewish Museum of Rome.
Bomb disposal experts who rushed to the scene discovered the grisly head, which they believe came from a slaughterhouse.
A letter inside contained derogatory comments about the Holocaust and references to Theodor Herzl, considered to be the founder of modern political Zionism, the Repubblica daily said.
The parcels were accompanied by the appearance of fresh graffiti in a Rome suburb Saturday, reading "Holocaust fake" and "Anne Frank liar".
The city's mayor was swift to condemn the apparent anti-Semitic incident.
"Those who insult the Jewish community offend Rome. We reject the intimidation outright," Rome mayor Ignazio Marino said in a tweet.
The synagogue's package was delivered Friday just as staff received an anonymous phone call claiming there was a parcel bomb on site, the reports said.
Integration Minister Cecile Kyenge promised to track down those responsible.
"I want to express my full support to the Jewish community for what has happened," he said. "We will do everything possible to find the person behind this unspeakable act."
Police are analyzing fingerprints and DNA traces found on the boxes, which were sealed with packing tape and delivered by the same postal company.
The threats come just days ahead of the International Commemoration Day in memory of the victims of the Holocaust on January 27.