According to a report by the news agency ANSA, the interrogation by video-conferencing is taking place at the Indian embassy in Rome.
Khurshid ruled out any out-of-court settlement in the issue
The Indian media last month reported differences between its National Investigation Agency (NIA) and the country's law ministry on how to proceed with the case after four colleagues of the two arrested marines expressed their inability to visit India to depose before court.
Two Indian fishermen, Ajesh Binki and Valentine, on a fishing boat were shot dead Feb 15, 2012, allegedly by members of an Italian Vessel Protection Detachment deployed on the Italian-flagged oil-tanker MT Enrica Lexie, around 20 nautical miles off the coast of Kerala.
The two marines, Massimiliano Latorre and Salvatore Girone, were arrested after the incident and are being tried for murder.
ANSA, citing Indian embassy sources, said the four navy riflemen are being heard in the presence of Italian government envoy Staffan De Mistura.
India's External Affairs Minister Salman Khurshid last month ruled out any out-of-court settlement in the issue as it was a criminal case, unless such settlement is ordered by the court itself.