They also had the chance to listen to the stories of some survivors, with several players unable to control their emotions during the tour.
"This is something that leaves you shocked," Giorgio Chiellini said during a press conference. "It is hard to find words to describe what we felt.
"I studied these things at school, but seeing them in real life is very different. It was very touching to hear the stories of the survivors.
"The visit is something that we will remember forever."
The Azzurri's visit of the concentration camp coincided with that of the Netherlands national team, which gave Mario Balotelli the chance to catch up with Manchester City team-mate Nigel de Jong.
Riccardo Montolivo was spotted misty-eyed during the visit, and he confessed afterwards to being overwhelmed by the experience.
"Coming here was a must for us," he told Rai Sport. "It is a moment of reflection and I feel devastated,"
Italy will kick off their Euro 2012 campaign against Spain on Sunday.
Italy's squad and players arrive at Auschwitz
De Rossi takes a photo just outside the camp
The Azzurri arrive at the concentration camp
Everyone has headphones for real-time translation
The players pay attention to the guide's explanation
Balotelli and Auschwitz in the background
Balotelli meets with City team-mate De Jong...
... and Sneijder, former Inter team-mate
Buffon was deeply moved by the experience
The Azzurri continue their tour across the camp
Cassano and FIGC official Albertini exchange a few words
Prandelli and his son Niccolo, a physio for the Azzurri
Pirlo reflects on the experience
Italy hear the testimonies of survivors
The Azzurri on the 'death tracks'
For Cassano and Balotelli, this time, no smiles
Everyone decided to record the moment
Marchisio also took some photos of the camp
Buffon walking alone, with his thoughts
Nocerino in tears: Auschwitz leaves a mark