Experts were looking for the remains of Emanuela Orlandi, the 15-year-old daughter of a Vatican clerk who never made it home after a music lesson in 1983.
The case has captivated Italians for decades, with many theories surrounding Orlandi’s disappearance.
Orlandi’s family received an anonymous letter last year that told them to “search where the angel looks”, along with a picture of an angel statue in the Teutonic Cemetery, located inside the Vatican.
The Vatican opened two tombs on Thursday, believing they fit the description, but found no remains, not even of two 19th-century princesses who were the original listed inhabitants.
The two tombs were opened in the presence of the Orlandi family and descendants of the princesses.
Exhumation work began after a morning prayer in the Teutonic Cemetery, a burial ground used over the centuries mainly for Church figures or members of noble families of German or Austrian origin.
Forensic experts were expecting to unearth at least the bones of Princess Sophie von Hohenlohe, who died in 1836, and Princess Carlotta Federica of Mecklenburg, who died in 1840, but there was no trace of either.
Princess Sophie’s tomb led to a mysterious empty underground room and no human remains were found in Princess Carlotta’s tomb, officials said.
“They found nothing, not even the remains of those who were meant to officially be buried there,” said Emanuela Orlandi’s brother, Pietro Orlandi.
“I am relieved by it. They dug under one of the tombs and found a room underneath completely empty. In the other one they found a sarcophagus, also empty.”
Officials said the Vatican would now examine records of structural work done in the cemetery at the end of the 19th century and again about 60 years ago to see if they could shed any light on the new mystery.