Those elections, set for Sunday, just happen to feature a far-right, anti-immigrant populist candidate who is seeking the office of prime minister whose views are largely in line with Bannon's nativist stances.
The Italian newspaper La Stampa, which first reported the trip, said Bannon is "intrigued" by the elections.
Without naming sources, La Stampa said Bannon has been paying attention to Matteo Salvini the leader of the right-wing, anti-migrant party Lega Nord.
A lawyer for Bannon did not immediately return a request for comment from CNBC.
The slogan of Salvini's campaign this year is "Italians First." Trump, during his populist campaign, his inauguration speech last year and since then, has often used the phrase "America First."
The Guardian newspaper confirmed Bannon's trip, before the above photograph appeared, with a senior lawmaker in Lega Nord, which previously was called the Northern League.
In the photo, the former chief White House strategist is seen standing in front of the famed Fountain of the Four Rivers in the Piazza Navona in Rome.