Michael Campbell posted a 7-under 65 to join Christopher Hanell in a tie for third. Mark Foster, Graeme McDowell, David Lynn and Cesar Monasterio followed at 6-under-par 66.
Roe started on the 10th at Castello di Tolcinasco Golf & Country Club and ran off three birdies over his first six holes.
The Englishman continued his fine play on the front side with back-to-back birdies starting at the par-4 second and a birdie at the par-4 sixth that moved him to 6 under.
At the par-5 ninth, Roe reached the green in two and drained his eagle try to enter the clubhouse in the lead.
Havret, who won this event in 2001, had a strong start to his round with birdies on each of his first two holes. He added two straight birdies from the fourth but found trouble with a bogey at the seventh.
The Frenchman recovered quickly, however, with back-to-back birdies starting at the par-3 eighth to make the turn at minus-5.
Havret tallied another birdie at the 12th and knocked his approach inside 14 feet at the par-4 17th. Havret converted the birdie try and added a birdie at the last to join Roe in first.
Campbell, who has committed himself to the European Tour in 2004 after a season in which he split time on the PGA Tour, played the back side first and collected three birdies early on to go out in 33.
The New Zealander added a birdie at the first and caught fire down the stretch to remain one shot back.
He birdied the seventh and dropped his tee shot inside 18 feet at the par-3 eighth. Campbell sank the putt and two-putted for a birdie at the ninth to complete a bogey-free round.
'I knew I was playing well enough to shoot this score,' said Campbell, a six-time winner on the European Tour. 'All the par-5s are reachable in two I think.'
Hanell, who earned his first career victory on the European Tour at the Madeira Island Open earlier this year, reached 8 under with a 22-foot birdie putt at the eighth but found the water at the ninth en route to a closing bogey.
'I went for it and it wasn't the right choice,' Hanell said of his play on the ninth. 'I'm looking forward to the next three days.'
Angel Cabrera, Thomas Levet, Marcel Siem, Martin Maritz, Jamie Spence, Anthony Wall, Joakim Haeggman, Gary Evans and Martin Erlandsson share ninth place at 5-under-par 67.
Two-time Italian Open winner Ian Poulter was one shot further back in a tie for 18th.