The man, whose name has not been reported, doused himself in gasoline and set himself on fire Thursday morning, Italy's ANSA news agency reported.
A Jesuit priest first tried to save the man. Two police officers arrived at the scene soon after and put out the flames with a fire extinguisher.
The man died Sunday after sustaining third-degree burns to 50 percent of his body.
ANSA said he had undergone health and family problems.