The actor and company were spotted arriving in a private jet at the Ciampino Airport outside Rome at 11:30 a.m. local time. The group was then driven to their hotel under police escort, a source tells PEOPLE.
Cruise, 44, and Holmes, 27, will tie the knot in a 17th-century castle in Italy on Nov. 18, Italian designer Valentino told PEOPLE on Thursday at the Condé Nast-sponsored Black Ball in New York City.
The couple's other designer pal, Giorgio Armani, is designing the clothes for the black-tie nuptials, including Cruise's tuxedo, Holmes's dress, as well as the duds for the bridesmaids and groomsmen.
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At the time, a giddy Cruise told reporters about Holmes: "She is an extraordinary woman."