"He sought asylum early last month," JoongAng Ilbo quoted its source as saying, without disclosing the reason for his application.
The report says Italian authorities were "agonising" over what to do about the defector, but added that they "protected him in a safe place" anyway.
Ministry of Foreign Affairs of Italy knows nothing about Jo Son-il is seeking an asylum in the country a diplomatic source told Reuters.
According to the JoongAng Ilbo report, Jo defected with his entire family, which is a rarity, since North Korean diplomats are usually instructed to leave their families home, in order to prevent such incidents.
Jo is "known to be a son or son-in-law of one of the highest-level officials in the North's regime", JoongAng Ilbo cites an unnamed North Korea expert as saying.
When Jo came to Rome in 2015, after his predecessor, Mun Jong Nam, had been expelled by Italian authorities in response to North Korea's nuclear tests, he brought his wife and children.
Jo Song-gil is the latest North Korean diplomat to defect to a European country; he follows Thae Yong Ho, Pyongyang's former ambassador to London, who similarly applied for asylum in 2016, citing his wish to give his children a better future. Following his defection, Thae moved to South Korea; Seoul took him and his family under protection.