The acclaimed director told Agence France-Presse that making a film in Italy will be his "declaration of love" for the country.
He said: "It's fantastic to have the possibility to work there, like when I shot Manhattan in New York, Match Point in London and Vicky Cristina Barcelona in Barcelona. Each time, it's like a declaration of love for certain places. I project onto the big screen my feelings for places which count a lot in my life."
In a separate interview with La Repubblica, Allen said of his untitled Rome-set feature: "Don't ask me about the script or the cast, I'm superstitious. I'm still at the screenplay stage, it would be silly to say more."
Allen's used New York as the backdrop for his early movies, but since 2005's Match Point he has only made one film, Whatever Works, in the city. Match Point, Scoop, Cassandra's Dream and You Will Meet A Tall Dark Stranger were all shot in London.
Tall Dark Stranger will debut in the UK on March 18 and Allen's Midnight In Paris, filmed in France, is to open this year's Cannes Film Festival on May 11.