The killing of Nicola Calipari by American forces on 4 March shocked Italy, causing Prime Minister Silvio Berlusconi and other top officials to demand an explanation from Washington.
Berlusconi has said that Calipari had notified the proper authorities that he was on his way to the airport.
However, Italian dailies La Repubblica and Corriere della Sera reported on Friday that US authorities in Iraq knew of the presence of Calipari and a colleague but had not been told that their mission was to free Giuliana Sgrena, who had been kidnapped in Baghdad on 4 February.
The lack of full information was possibly due to known US opposition to Italy's policy of negotiating with kidnappers, Italian media have suggested.
Both newspapers cited a report by Major General Mario Marioli, an Italian who is the coalition forces' second-in-command.
However, the newspapers had conflicting versions of how much Marioli knew.
Satellite phones were used by
agents escorting Sgrena (C)
Corriere said he knew Calipari was working to have the hostage released. La Repubblica said he did not.
The report has been given to Rome prosecutors investigating the killing.
Italian officials and Sgrena have said that Calipari and the other agent made several phone calls - all in Italian - on their way to the airport after Sgrena's release.
Italian prosecutors had two phones belonging to the secret service agents but initially were not given access to their three satellite phones, Italian news agency ANSA reported.
It was not clear whether US forces or some other group had the three satellite phones in the days immediately after the shooting.
The three satellite phones were in the hands of Italian intelligence officials on Friday and were expected in Rome on Saturday, ANSA and Apcom news agencies reported.
Experts are to examine them next week to find out who Calipari and the other agent spoke to in the time between Sgrena's release and the shooting.
Account in dispute
Calipari was killed when US troops fired on the vehicle carrying him and Sgrena to Baghdad airport.
Italy has said the shooting was an accident, but has also disputed some elements of the account given by the Americans.
The US military said that the vehicle carrying the Italians was speeding and refused to stop, and that a US patrol tried to warn the driver with hand and arm signals, by flashing white lights and firing shots in front of the car and into the car's engine block.
Italy's prime minister has sent
3000 troops to Iraq
Berlusconi told the Senate this week that the car was travelling slowly and stopped immediately when a light was flashed at a checkpoint, before US troops fired on the car.
Sgrena has repeatedly said that no light was flashed at the vehicle and that no warning shots were fired.
The US-led coalition in Iraq has ordered an investigation into the shooting, to be led by a US brigadier general with Italian officials' participation.
The incident has also posed a problem for Berlusconi - a staunch US ally who sent 3000 troops to Iraq despite deep opposition from Italians.