The "Congregation leaving the Reformed Church in Nuenen" piece was found along with another painting, "Seascape at Scheveningen".
Van Gogh's father was Rev Theodorus van Gogh, a minister at the church he painted.
The Van Gogh Museum in Amsterdam said the paintings are in "relatively good condition".
Police in Naples said the paintings of "priceless value", were discovered during a raid as part of a crackdown against the Naples-based crime clan.
Naples prosecutors say more details will be given later at a news conference in the southern Italian city.
Van Gogh died in 1890 and is most famous for painting "Bedroom in Arles" and "Van Gough self-portrait."
Van Gogh Museum director Alex Rueger thanked the Italian police, saying: "After all these years, you no longer dare count on a possible return."
It is unclear when the paintings will return to Amsterdam.
