The soldiers have been in Italy for two weeks after an Indian court allowed them to return home for the Christmas holidays, the ANSA news service reported Thursday.
Massimiliano Latorre and Salvatore Girone were granted bail in June after they were arrested for killing the fishermen in February, but they were not allowed to leave India.
The men were questioned by Italian prosecutors Thursday. The Italian government argues the soldiers should be exempt from prosecution because they were servicemen assigned to an anti-piracy mission at the time of the incident.
The soldiers are charged with shooting Jelestine Valentine and Ajesh Binki off the southern Indian coast when the fishermen were erroneously thought to be pirates attempting to attack the merchant ship on which the marines were stationed.
India's Supreme Court said last month it may not rule on what country has jurisdiction in the case for another three months.