No, but it apparently ended up there according to tradition. When the Temple of Jerusalem was sacked by the Romans in 70 AD, all of the famous temple treasures were sent to Rome and kept on display in one of their temples. There was, however, no mention of the Ark by Josephus or anyone else who described the fall Jerusalem. Tradition holds that the Ark had long before been given to the Ethiopian monarchy for safekeeping amid invasions and political turmoil. It was probably really stolen during the Babylonian invasion in the 6th Century BC, destroyed in fire, hidden and buried, or rendered down for gold at some point. Ethiopia was conquered by Mussolini in the 1930s. I would think he would have taken it and sent it to Rome, but he apparently didn't.