The ministry denied earlier reports that journalists had gone missing. It remains unclear whether the two servicemen, who were last seen on Saturday at a police checkpoint on the border of the Herat and Farah provinces with their two Afghan translators, have been abducted.
Italy has over 2,000 soldiers in the war-torn country, which has seen a surge in abductions and insurgent activity this year.
In August, Taliban fighters kidnapped 23 South Korean church volunteers central Afghanistan, murdering two and eventually releasing the remaining 21. South Korea was widely reported to have paid a multi-million dollar bribe to the insurgents, an allegation the country's government denied.
After the release, the Taliban announced that it would carry out more abductions in the future. The group is still holding a German engineer and four Afghan colleagues who were seized before the Koreans.
In March the Italian government reportedly paid a $2 million ransom for a photographer abducted by the Taliban, and brokered an agreement with Kabul for the release of five Islamist insurgents.