"There is no shadow of proof of any Italian involvement," one senior investigator said. "If someone came to tell us that the Italians were involved, we'd open up the investigation again."

But a second senior Italian investigator said it was possible that the government had approved the operation because the C.I.A. operatives had operated openly and without apparent concern about being detected. For instance, the official said, the American agents used their Italian cellphones at the precise moment Mr. Nasr was abducted; they kept the phones switched on for hours at a time, making it easier to track their movements; and they dialed many phone numbers in the United States, most of them in northern Virginia, including at least one number at agency headquarters.

The police said they were able to retrace nearly every step the American operatives made during the nine days they were in Milan for the operation. They identified the suspects by examining all cellphones in use near the abduction, and then tracing the web of calls placed. Investigators said they were able to trace several calls by Americans on the road from Milan to Aviano, the joint American-Italian air base north of Venice.

The suspects stayed in five-star Milan hotels, including the Hilton, the Sheraton, the Galia and Principe di Savoia, in the week before the operation, at a cost of $144,984, the warrant says, adding that after Mr. Nasr was flown to Egypt, two of the officers took a few days' holiday at five-star hotels in Venice, Tuscany and South Tyrol.

The Italian investigators also collected photocopies of the operatives' passports, photographs, cellphone numbers and their MasterCard and VISA credit card numbers. Six other American officials -- either C.I.A. officers or diplomats posted at the Milan consulate -- are under investigation for helping support the abduction, Italian investigators said.

Former American intelligence officials said there was increasing concern within the agency's directorate of operations that aggressive actions by operatives against suspected terrorists might lead to indictments of agents in foreign countries.

Mr. Nasr, a 42-year-old Egyptian-born cleric, came to the attention of counterterrorism officials here in 1997, shortly after he arrived from Albania. After Sept. 11, 2001, he was identified by American and Italian intelligence officials as a supporter of Al Qaeda who fought in Afghanistan and Bosnia and had made anti-American statements. At the time that he disappeared, Italian authorities were investigating reports that Mr. Nasr had tried to recruit jihadists through his mosque in Milan.