Security services have cordoned off the nearest street, evacuated the staff and customers of the 8-story Rinascente mall, the newspaper says. Another shopping mall from the same chain, in Rome's north, was evacuated over safety concerns.
No explosive device has been found, local media say.
The TGComTV channel reported on Sunday that security measures were strengthened in Rome amid a terrorist attack threat. The corresponding alarm was raised by the Italian embassy in Tunisia which had received information about a Daesh* member.
*Daesh is a terrorist organization banned in Russia and other countries.