The Manchester City striker was reportedly angered at being followed by journalists and photographers when he went for shopping near Italy's training base in Poland
The former Inter starlet was left out of the starting line-up for the final group clash against the Republic of Ireland on Monday, but came off the bench to score a superb volley to hand Cesare Prandelli's side a 2-0 win.
The 21-year-old's celebration was controversial, however, as he was seen shouting at the Italian bench, only for team-mate Leonardo Bonucci to cover his mouth to mask whatever he was trying to say.
And the striker has reportedly landed himself in the midst of more controversy by lashing out at paparazzi while out shopping near Italy's training base in Krakow, Poland.
|7/1||Mario Balotelli is 7/1 to be the man of the match when England face Italy at Euro 2012 with William Hill|
"Why do you follow me? What do you want? "I am not doing anything wrong," he said to photographers, according to La Gazzetta dello Sport.
"I'm going to eat ice cream in the plaza and go back to the hotel and have dinner. What do you want me to do?"
Balotelli has been firmly in the media spotlight at Euro 2012 after being the victim of racial abuse from Croatia fans. The Azzurri's next assignment is a quarter-final encounter with England in Kiev on Sunday.