The paper presents analysis of the seasonality of Italian daily electricity prices. Since the correct detection of the nature, stochastic or probabilistic, of the seasonality is crucial in ARIMA modeling, a test that allows such detection is presented. The application of this test to the Italian daily prices in the years 2008-11has pointed to the presence of deterministic seasonality in the short run. Nevertheless, seasonality has decreased in the last two years as consequence of a more balanced consumption of electricity over the week.