Italy's foreign minister said on Wednesday he had asked the United Nations for an investigation into the killing of its ambassador to the Democratic Republic of Congo in an ambush.

The envoy Luca Attanasio, 43, died on Monday after a World Food Programme (WFP) convoy was ambushed in a dangerous part of the eastern DRC near the border with Rwanda. Attanasio's bodyguard and a Congolese driver were also killed.

"We have formally asked WFP (World Food Programme) and the UN to open an investigation to clarify what happened, the reasons behind the security arrangements used and who was responsible for these decisions," Foreign Minister Luigi Di Maio told parliament, the morning after the bodies of the two Italians returned by military plane to Rome.

"We expect, in the briefest possible time, clear and exhaustive answers."

On Monday, the DRC's interior ministry blamed the killings on the Democratic Forces for the Liberation of Rwanda (FDLR), a Rwandan Hutu rebel group.

But the FDLR rejected the allegation and instead blamed the Rwandan army and the Armed Forces of the Democratic Republic of the Congo (FARDC) in a statement received by AFP Tuesday.

Di Maio said the party was relying on UN protocol during the trip from Kinshasa to Goma, some 2,500 kilometres away (1,550 miles), but that Attanasio had "full power" to decide how and where to move within DR Congo. 

"The mission took place at the invitation of the United Nations. So even the car journey took place within the organisational framework set up by the World Food Programme," Di Maio. 

The WFP, which focuses on hunger and food security, is a branch of the UN.

Di Maio said a team of Italian police had already been dispatched for an initial investigation and others would follow.