The US military in Iraq has begun an investigation into the shooting incident last week that killed Italian intelligence agent Nicola Calipari.
Nicola Calipari died protecting Ms Sgrena
US Brig Gen Peter Vangjel has been appointed to lead the inquiry, expected to take up to four weeks to complete.
The US-led coalition command added in a statement that Italian officials had been invited to take part.
US troops fired on the car transporting Mr Calipari and newly-freed hostage Giuliana Sgrena, an Italian journalist.
Military officials also said they would carry out an investigation into the death of a Bulgarian soldier, shot on the same day as Ms Sgrena in a separate incident.
Mr Calipari has become a national hero and Italy's leaders joined hundreds of fellow citizens at his funeral.
He was killed on Friday in disputed circumstances as he made the journey towards Baghdad airport with Ms Sgrena, who had been held captive for more than a month.
The US have dismissed as "absurd" Ms Sgrena's suggestion that their troops may have deliberately targeted her car.
Gen George Casey, commander of the multinational forces in Iraq, said he had no knowledge that the Italians had given advance warning that the rescue team would be taking Ms Sgrena to the airport.
"I personally do not have any indication of that, even on a preliminary basis," Gen Casey told reporters on Tuesday.
He refused to be drawn on what charges might be brought against any US soldiers involved in the shooting.
"We are working closely with the Italians on their participation in the investigation," Gen Casey said.
The US has said the vehicle carrying Ms Sgrena to the airport was "travelling at high speeds" and "refused to stop at a checkpoint".
A US patrol made several attempts to warn the driver of the car, but soldiers fired into the engine when the car failed to stop.
Italian officials have disputed the US version of events, saying the vehicle was not speeding and there were no warnings before the soldiers opened fire.