Additional Italian police personnel were deployed across the city, ANSA news agency reported.
Last week, Interior Minister Angelino Alfano said Italy and Rome, as the cradle of Christianity, were not "non-secondary" targets of the Islamic State (IS) group.
However, Alfano also stressed there was not as yet any "investigative evidence of terrorist plans in our country".
Pope Francis will be travelling to Tirana, the capital city of Albania, on Sunday amidst tight security.
Meanwhile, few days back a Vatican car was intercepted in Paris and was found carrying illicit drugs. French Police are investigating the matter.