In its first public statement on the case, which has attracted worldwide attention, the Vatican decried stoning as a particularly brutal form of capital punishment.
Vatican spokesman the Rev. Federico Lombardi said the Catholic church opposes the death penalty in general.
It is unclear what chances any Vatican bid would have to persuade the Muslim nation to spare the woman's life. Brazil, which has friendly relations with Iran, was rebuffed when it offered her asylum.
Sakineh Mohammadi Ashtiani was convicted in 2006 of adultery. In July, Iranian authorities said they would not carry out the stoning sentence for the time being, but the mother of two could still face execution by hanging for adultery and other offenses.
Her son, Sajad, told the Italian news agency Adnkronos that he was appealing to Pope Benedict XVI and to Italy to work to stop the execution.
Lombardi told The Associated Press that no formal appeal had reached the Vatican. But he hinted that Vatican diplomacy might be employed to try to save Ashtiani.
Lombardi said in a statement that the Holy See "is following the case with attention and interest."
"When the Holy See is asked, in an appropriate way, to intervene in humanitarian issues with the authorities of other countries, as it has happened many times in the past, it does so not in a public way, but through its own diplomatic channels," Lombardi said in the statement.
In one of the late Pope John Paul II's encyclicals in 1995, the pontiff laid out the Catholic Church's stance against capital punishment.
John Paul went to bat in several high-profile cases of death-row inmates in the United States. One of the first was the case of Paula Cooper, who was convicted of murdering her elderly Bible teacher when she was 15 but spared the electric chair by Indiana in 1989.
But that same year, a papal appeal for clemency to Cuba to spare a war hero and three other Cuban officers convicted of drug trafficking from the firing squad went unheeded.
Meanwhile, Italy's foreign minister, Franco Frattini, told the ANSA news agency that while Italy respects Iranian sovereignty and isn't in any way interfering, "a gesture of clemency from Iran is the only thing that can save her."
Italy has strong economic ties, primarily energy interests, in Iran.