Italy warned on Wednesday there would be consequences if there was any truth to reports that the daughter of a missing North Korean diplomat had been abducted from Rome and whisked to Pyongyang.

"If confirmed, this would be of unprecedented gravity," said Manlio Di Stefano, undersecretary at the Italian foreign ministry.

"Those responsible for this will pay, you can be sure of that," he wrote on Facebook.

North Korean diplomat Jo Song-gil, who was recently acting ambassador to Italy, went missing in November along with his wife, a South Korean member of parliament said last month, after reports that the envoy had defected.

Thae Yong-ho, a former deputy North Korean ambassador to Britain who staged a surprise defection to South Korea in 2016, told a news conference in Seoul on Tuesday that Jo could not take his daughter with him when he escaped the Rome embassy.

"North Korean authorities sent her back home immediately and she's now under their custody in Pyongyang," he said, citing his contacts in the North Korean capital.

Di Stefano, a member of the 5-Star Movement in Rome's governing coalition, said Italy should have protected the unnamed daughter. "She now risks being tortured by one of the worst regimes in the world," he wrote.

A diplomatic source in Rome has said Italy has no record of Jo seeking asylum there and the whereabouts of him and his family were not known.

Thae urged Jo in January to move to South Korea, but he said the fact his daughter was in North Korea complicated matters.

"The level of punishment that the children of a North Korean diplomat who defected would face is completely different depending on whether the parent went to South Korea or a Western country," he said, suggesting Jo's daughter would face much harsher penalties if her father went to Seoul.

Antonio Razzi, a former Italian centre-right parliamentarian who is a staunch defender of secretive North Korea, said Jo's daughter had been abandoned by her parents and was now safe back home with her grandparents.

"Those two wretches left their daughter alone. She is a child and suffers from a disability," Razzi told Italy's Adnkronos news agency.

"It is normal that she was sent back to her grandparents," he added, denying she was in any danger.

The Jo family had reportedly been living in Rome since 2015 with no direct relatives still living in Pyongyang - a rare privilege granted only to North Korean power elites because it leaves nobody behind to prevent them from defecting.

Thae has said previously that Jo hailed from a wealthy family of diplomats, and was able to take his child with him on his posting to Italy which started in 2015.