The package mailed to the embassy in the wealthy Parioli area of the Italian capital was intercepted by police after an employee of the postal company delivering it alerted the authorities after noticing a lingering bad smell.
Other similar parcels had been sent to the synagogue and the Jewish Museum of Rome yesterday.
"I want to express my full support to the Jewish community for what has happened. We will do everything possible to find the person behind this unspeakable act," said Integration Minister Cecile Kyenge.
Bomb disposal experts who rushed to the scene discovered the grisly head, which they believe came from a slaughterhouse.
A letter inside contained derogatory comments about the Holocaust and references to Theodor Herzl, considered to be the founder of modern political Zionism, the Repubblica daily said.
"Those who insult the Jewish community offend Rome. We reject the intimidation outright," Rome mayor Ignazio Marino said in a tweet.
Police are analysing fingerprints and DNA traces found on the boxes, which were sealed with packing tape and delivered by the same postal company.
They were accompanied by the appearance of fresh graffiti in a Rome suburb today, reading "Holocaust fake" and "Anne Frank liar".
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