The couple, who are parents to Mia, nine, Lena, five, and two-year-old Lucas, are huge golf fans and flew to the Italian capital to watch the Ryder Cup.
Zara, 42, wore a white ruffled sleeveless blouse, with her blonde locks tucked into a white baseball cap.
Mike, 44, matched his wife in a black baseball cap and could be seen chatting with Dragon's Den star Peter Jones.
It was Team Europe that celebrated their victory over Team USA at the Marco Simone Golf & Country Club.
Mike shared his joy for Team Europe's Rory McIlroy in an Instagram post, writing: "Love this guy!!"
Rugby legend Mike, who retired from the sport in 2014, hosted his annual ISPS HANDA Mike Tindall Celebrity Golf Classic fundraising day for The Cure Parkinson's Trust and The Matt Hampson Foundation in May.
Talking to HELLO! exclusively from the 2022 event, Mike spoke about his equestrian wife Zara learning how to play.
He said: "Zara has this year taken up golf with the Slingsby golf academy, so she is going to be hitting a few balls, but she also does a great job raising money through selling Mulligans around the course.
"My golf is a bit like the weather – changeable - but I really enjoy it and it's a great way to spend time with friends."
Mike and Zara's trip comes just after Mike's two-part series Grand Slammers aired on ITV.
It followed members of England rugby's winning 2003 squad as they reunited to train a team of prisoners to compete against the Australian rugby team.
Speaking about marrying into the royal family, Mike said: "Everyone thinks that just by marrying Zara that means it's all fine and dandy… But that doesn't stop the fact that you need a job. And it's not that easy, you know - you get quite institutionalised into rugby, it's a way of life and you leave the game and that's not there.
"I don't think you can ever sort of describe when you're so used to being around that many people, and understanding, because of it being ingrained in you, where you fit in to then not being that person.
"Zara would say if she was honest it was probably a year it took me to figure out what I was, who I was going to be. You've got to then go carve where the next path is - you can never replace going to work with 35 of your best friends every day."
Zara's mother Princess Anne also made an unexpected cameo in the programme, take a look in the clip below...
LISTEN: When royals are portrayed on the big screen