Italy has deployed 500 soldiers to protect the Vatican and other tourist destinations in Rome after a direct threat from Islamic State.
In a video, which also showed the beheading of 21 Coptic Christians, militants said they would target "the nation signed with the blood of the cross".
The images were recorded in Libya which is the closest IS fighters have been to Europe so far.
It's reported Italian security services are concerned that potential terrorists could arrive on boats posing as refugees.
The threat comes just months after the Islamic State magazine printed an image of the Vatican with an IS flag.
Reporters at the Pope's Sunday Angelus said extra security was obvious and that more guards had been placed around the entrances to St Peter's Square.
Italy has already closed part of its Libyan embassy in response to the threat.
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