Federer made the surprise decision to play in Rome after losing to Dominic Thiem at the Madrid Open.
The Swiss left it as late as possible to decide but will now play his first match on Wednesday afternoon against Joao Sousa.
It is Federer’s last event before the French Open begins at the end of the month.
And it is also a tournament he has not been able to win during his career.
However, Federer says his love for Italy coupled with poor weather in Switzerland made his decision to play in Rome easy.
Asked about his hopes for the week, Federer told the ATP: “I’m hoping for some extra information that could help me for Paris.
“But at the end of the day, I’m here to enjoy myself, enjoy the city, the food, the fans, the court here in Rome.
“I’ve been coming here since 1999 or 2000 and I love being here.
“This might be my favourite city in the world away from Switzerland so this is a special place for me.
“I also played the juniors in Italy a lot so I love this country and its people. I was really in the mood to come here after Madrid instead of being home and practising.
“The weather in Switzerland is not nice so that helped and I think also losing against Thiem helped to give myself the weekend off.
“The coming here yesterday and practising a little bit in the afternoon and again this morning, I feel like having some fun on the clay and see what happens. Any result is a good result so I am happy about that.”
The 37-year-old was then asked if it bothered him that he had been unable to win the Italian Open and he replied: “No, it doesn’t affect me at all. I’d be lying if I told you I didn’t care at all.
“Of course I would have loved to win this tournament, especially the epic final with Rafa.
“But I’m not here trying to win it otherwise I should have also played Monte Carlo because I haven’t won that and then I should have played another 20 events that I haven’t been able to win in my life.
“I’m not here to chase these record and having to win every tournament possible but if I can have a deep run here this week that would make me very happy.”