A missile once owned by the Qatari army and seized by police in Italy among other weapons was sold to a third country in 1994, Doha said Tuesday.
"Qatar is working very closely now with the pertinent parties, including Italy, to unveil the facts and it is very concerned as to how a missile sold 25 years ago ended up in the hands of a third non-state party," said foreign ministry spokeswoman Lolwah al-Khater on Twitter.
Police arrested three people, including Fabio Del Bergiolo, 50, a former candidate for the neo-fascist Forza Nuova party, whose home was found to contain a huge stash of arms as well as neo-Nazi propaganda and Hitler memorabilia.
"During the operation, an air-to-air missile in perfect working order and used by the Qatari army was seized," police said of the 245-kilogramme (540-pound) Matra missile.
Khater said the seized Matra missile was sold by Doha "in 1994 in a deal that included 40 Matra Super 530 missiles to a friendly nation that wishes not to be named at this point of the investigation".
The missile, 3.54 metres (more than 11 feet) long was made in France and Del Bergiolo had been hoping to sell it for 470,000 euros ($529,000), according to Italian media reports.
The missile was "without explosive charge, but re-armable by people specialised in the field," police said.
The raids were the result of a police probe into Italian extremists known to have fought against pro-Russian rebels in Ukraine.
Messages intercepted by the police led them to investigate Del Bergiolo, who had sent photographs of the missile for sale through the Whatsapp messaging service.
They put him under surveillance before raiding his home and finding a stash of weapons including a Scorpion machine gun, 306 firearm parts and 20 bayonets.
The other arrests were a Swiss national, 42, and an Italian, 51, accused of holding and marketing the missile, which was found by police at a warehouse near the small Rivanazzano Terme airport in the Pavia province.
The Mantra Super 530 F was a modernisation of the R530 missile that went into service in 1980, and has a range of 25 kilometres (15 miles), with an explosive charge of 30 kilogrammes.