Israeli ambassador to Rome, Alon Bar, said this in an interview with Skytg24. He added that Israel "shares information" with the various local police forces.

In recent days the Israeli embassy in Rome had been closed for security reasons. "We are grateful to the Italian police who do everything possible to guarantee the safety of Israelis", he concluded.  "We are worried about the diplomats and the citizens of Israel," he said.   "We have clues about Iran's involvement," he added.  "There are threats against Israeli embassies around the world, including in Italy. And we have clues About Iran’s involvement," Bar said.  ‘We are concerned about the security of Israel,’ he said, ‘and we are worried About the diplomats.’   “We are worried about the security of Israel, and we are grateful for the Italian police who do everything possible to guarantee the safety of Israelis’ and “We have clues about Iran's involvement,” he added, “and we have  clues about their threats.”