The show was announced in grand fashion by Italy's culture minister Dario Franceschini.
Gilmour, 70, will perform at a Roman amphitheatre near the site of his former group's Live at Pompeii concert movie on July 7 and 8.
Days before the Pompeii shows, the guitarist will play another first century amphitheatre in Verona, Italy, according to Rolling Stone.
The venue of Pink Floyd's 1971 concert was buried under ash for nearly 1,600 years following the eruption of Vesuvius in 79 AD
Meanwhile, rock legend Gilmour has three massive shows coming up in Los Angeles - he'll perform two shows at the Hollywood Bowl followed by a concert at the city's fabled Forum.