Berlusconi, 74, had claimed in a televised address that he has been seeing the mystery woman for nearly two years after his wife of 20 years, Veronica Lario, announced in April 2009 that she wanted a divorce.
In the video he dismissed reports by the press that he had slept with at least two prostitutes, and that he had thrown wild parties for "harems" of young women at his private homes.
"Since I separated - though I'd never wanted to say it to avoid exposing her to the media - I have had a stable relationship of affection with a person, who was obviously often with me at those evenings and would certainly never have allowed, at or after dinner, those absurd things some newspapers have conjured up," the Telegraph quoted him as saying.
His announcement triggered intense speculation as to who the mystery woman might be, with Italian newspapers even suggesting half a dozen likely candidates, all of them young enough to be his granddaughters.
His claim comes as prosecutors sought permission to search the office of his accountant, in the hope that they will find proof that the prime minister kept a number of prostitutes in his various Milan residences.
Italian investigators lodged a formal request in parliament to raid the offices of Giuseppe Spinelli, which are currently protected by parliamentary immunity.
They hope to find evidence that cash payments were made to a "stable" of glamorous young starlets who Berlusconi allegedly kept in rent-free apartments in his hometown of Milan. (ANI)