Ousmane Sylla, 22, hanged himself on Sunday in a migrant center near Rome.
"If I die, I'd like my body to be returned to Africa," he wrote in French on the wall.
The public prosecutor opened an inquest into possible "incitement to suicide" and ordered an autopsy, according to the source.
NGOs have been highly critical of Italy's asylum centers.
The tragic death provoked other migrants in the center to set fire to mattresses and throw objects at enforcement officers.
The day-long face-off saw 14 people arrested, hailing from Morocco, Cuba, Chile, Senegal, Tunisia, Niger and Gambia, police said.
Riccardo Magi, the secretary general of the center-left party +Europa, described the center as a "hell" where migrants are deprived of their freedom in "inhumane conditions."
+Europa joined the Democratic Party and the Greens and Left Alliance on Monday in calling to close the migrant centers.
"The detention system in Italy is collapsing," said Magi.
Far-right Prime Minister Giorgia Meloni, who took office in October 2022, had promised to block migrant boats crossing the Mediterranean to reach Europe.
But last year, almost 158,000 people reached Italian shores, a sharp rise from 105,131 in 2022.
Rome recently signed a controversial agreement with Tirana to create migrant reception centers in Albania, but managed and financed by Italy.
In December, the European Council's Commissioner for Human Rights, Dunja Mijatovic denounced the agreement and recommended Italy "prioritize the improvement of national asylum systems."
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