The Azzurri are at the Italian Football Federation’s headquarters in Coverciano, near Florence, for a first week of on-field preparations ahead of this summer’s tournament in Brazil.
Italy’s training sessions are now patrolled by police.
Reports in Italy suggest an unsavoury incident occurred during Wednesday morning's session, when a group of young men outside the training camp shouted racist abuse towards Balotelli.
The Guardian report that the men shouted "black piece of s**t" towards Balotelli, who has been a target of racism throughout much of his career.
The Milan forward reportedly told team-mates: “Unbelievable. Only in Rome and Florence do these things happen.”
Police are believed to have intervened in the situation.
- Sports & Recreation