Fifa has announced plans to investigate Paolo di Canio's raised-arm salute during Lazio's Serie A match against Livorno on 11 December.
Di Canio also made a Nazi-style salute against Juventus last week, receiving a one-game ban and a large fine.
The 37-year-old has vehemently denied any wrongdoing, insisting the gesture dated back to ancient Rome.
World football's governing body has asked Italy's authorities to hand over a file on the Livorno episode.
Di Canio also made a fascist salute at the end of Lazio's 3-1 win over city rivals AS Roma in January.
On that occasion he was fined 10,000 euros but escaped a ban.
The gestures have been attacked by politicians, players, fans and Jewish groups in Italy.