Massimilano Latorre and Salvatore Girone, entered the military courthouse without making any statement to the press.
India wants to try the two marines for murder for shooting dead two fishermen of its southwest coast in February 2012 while they were guarding an Italian oil tanker, allegedly mistaking them for pirates.
Rome prosecutors on Wednesday authorised the oil tanker Enrica Lexie's computer and photographic equipment to be analysed to reconstruct the incident of the southwest coast of India on 15 Febrary last year.
Italy has enraged India by announcing it will not return the two marines to stand trial for murder, claiming the incident took place in international waters and Latorre and Girone should face justice in Italy.
The Indian Supreme court earlier this week barred Italy's ambassador to India Daniele Mancini from leaving the country until the next hearing of the case on 2 April.
Italy and the European Union claim India would be flouting international law if it stopped Mancini from leaving. But India's Supreme Court says he has forfeited his diplomatic immunity by reneging on a sworn affidavit to return the marines to India by 22 March after the court allowed them home last month to vote in national elections.
Last Friday, the commander of Latorre and Girone's regiment, Pasquale Guerra told Adnkronos the pair would remain in Italy and would soon return to duty, possibly on other anti-piracy missions.