Meloni began her unannounced trip in the Red Sea port city of Jeddah, the source said, adding that she was the first leader of a European Union or NATO country to visit the region since the war began on February 28.

The source said the far-right premier would meet officials from Saudi Arabia, as well as from Qatar and the United Arab Emirates, though it was not immediately clear if she would also visit those two countries.

All three countries have been targeted by Iranian drone and missile strikes in retaliation for the US-Israeli bombardment of Iran.

"The aim is to strengthen relations with these countries and repeat Italy's support against Iranian attacks," the source said.

"The mission is also aimed at strengthening national energy security," the source said, adding that the Gulf was a "crucial source of oil and gas for Italy".

Italy is highly dependent on energy imports and has been eyeing rising energy prices with growing concern.

The government has cut fuel excise taxes until May 1 in a bid to contain petrol price rises.

Meloni on March 25 visited Algeria, which already provides around 30 percent of Italy's natural gas, in the hope of increasing gas imports.

She is also one of the European leaders closest to US President Donald Trump and has sought to bridge the European and US positions.

But, in line with European allies, Meloni has repeatedly said that Italy does not want to join in the war effort despite Trump's encouragement.

"I continue to believe that, geopolitically, Europe does not have much to gain from a widening gap with the United States," she was quoted by Italian media as saying on Friday.

"But our job is above all to defend our national interests, and when we disagree we have to say so. And this time we do not agree," she said.

Trump has urged countries affected by Iran's selective blockade of the Strait of Hormuz to intervene to free up the vital waterway.

The shipping route accounted for around a quarter of the global seaborne oil trade and 20 percent of liquefied natural gas supplies before the war.