The 36-year-old actress and the 31-year-old singer were filmed walking arm-in-arm through the streets of the Italian city, as they took in the sights around them.
According to Us Weekly, the fan video - shared on X - showed the pair both wearing dark sunglasses as they enjoyed their day out.
Kravitz and Styles' joint outing comes as a surprise as Kravitz is close friends with Harry's ex Taylor Swift.
Meanwhile, Styles has been single since splitting from Taylor Russell in May 2024.
A source told The Sun newspaper at the time: "Harry and Taylor have ended their relationship. They went through a rough patch after their trip to Japan and are taking some time apart.
"He's been in America and she's been in London. They made a lovely couple and it was obvious Taylor made Harry happy.
"Things have become strained recently though and they've taken some time out."
And Kravitz and Channing Tatum - who began dating after meeting on the set of Kravitz's directorial debut Blink Twice - ended their engagement in October 2024.
When asked if the split had changed how she felt about the movie, Kravitz told Elle: "Not at all. I love this thing that we made together, and I care for him very much.
"Even when you bring up how great his performance is, it warms my heart to hear that, and I'm so happy that all of it happened. I just feel so grateful that we got to go on that journey together."
She was most recently linked to her Caught Stealing co-star Austin Butler.
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