The 41-year-old convert was formally granted refugee status on Thursday, Italy's interior ministry said in a statement.
The ministry said Mr Rahman, who was spirited into the country overnight on Tuesday, had been granted refugee status on the grounds that he had been "persecuted for religious motives."
Mr Rahman's movements since flying out of Kabul have been cloaked in secrecy.
According to unsourced Italian media reports, Mr Rahman was spirited into Rome's Ciampino airport aboard a government Falcon jet, and immediately taken to a secret location where he has remained under 24-hour security.
He was given a medical examination and, while described as tired, he was reported to be in good physical health.
Prime Minister Silvio Berlusconi announced his arrival at a news conference on Wednesday, while the foreign ministry was advising journalists he would be arriving later that evening.
Mr Rahman's case has drawn widespread international attention and was seen as a key test for Afghanistan's fledgling democracy.
However, Afghan parliamentarians have denounced Western "interference" in the case, prompting Italian security services to act quickly and in secret to bring the refugee to Italy.
Mr Rahman himself has not appeared in public since his arrival, but was quoted by Italy's Ansa news agency on Thursday as saying he was "happy" to be in the country and thanking the government and Pope John Paul II for "having acted on my behalf".
"I never want to return to Afghanistan," he said.
Right-wing former minister Roberto Calderoli, whose rabid anti-Islamicism sparked an international furore last month before he was forced to resign, said Italy's "noble gesture" could result in attacks on Italian embassies.
"If tomorrow there's an attack on one of our embassies, what are we to do?" he said at a meeting of his Northern League party on Wednesday.
Mr Rahman was arrested about two weeks ago under Islamic Sharia law that dictates he should be sentenced to death unless he reverts to Islam. The Afghan constitution is partly based on the Islamic code.
Mr Rahman was freed from jail in secret on Monday and kept under tight security at an undisclosed location following calls for him to be put to death.
His release came after the Supreme Court suspended its case against him on Sunday, saying it had doubts about Mr Rahman's mental health after testimony from his relatives that he was "mad".
Afghanistan's Western allies -- on whom it depends to rebuild after years of war -- put unprecedented pressure on the new democratic government to honour freedom of religion.
President Hamid Karzai held several meetings at the weekend to try to find a way to resolve the "serious crisis" for the government, officials said.
But Afghanistan's parliament denounced the "interference" and said Mr Rahman should not be allowed to "escape".
The Western interference is "very obvious," said MP Burhanuddin Rabanni, who served as president between 1992 and 1996. "It is undermining the judiciary in the public view."
Mr Rahman converted in Pakistan about 16 years ago and lived in Europe, including Germany, for some time before returning to Afghanistan around three years ago.
The case is being seen as a test of how far the conservative country has moved on from the 1996-2001 rule of the hardline Islamist Taliban, who were removed in a US-led operation after the September 11, 2001 attacks.