ROME (Reuters) - The suicide of a married couple mired in debt has struck a nerve in Italy, with the speaker of the country's lower house of parliament lamenting an "economic emergency" in the land.

Romeo Dionisi, 62, and Anna Maria Sopranzi, 68, hanged themselves in a storage room they owned in the town of Civitanova Marche on the Adriatic coast on Friday, police said.

After learning of his sister's death, Sopranzi's brother, Giuseppe, 72, threw himself into the sea and drowned. Authorities later recovered his body.

The couple was deeply in debt and lived on a small monthly pension that Sopranzi received, and Dionisi, a self-employed construction worker who did not collect a pension, could not find work, according to media reports.

They left a note on a friend's car asking forgiveness for their extreme gesture, police said.

The mayor of the town, Tommaso Claudio Corvatta, said the couple committed suicide because they were too proud to ask for help, and declared Saturday a day of mourning.

Laura Boldrini, the speaker of the lower house of parliament, said she would go to the town on Saturday to express her condolences to the families.

"It's proof of the devastating psychological impact that the economic emergency provokes in men's and women's lives, which too often go unnoticed behind everyday statistics," she said.

Italy has been mired in recession since mid-2011, making this the longest slump the euro zone's third-biggest economy has seen in two decades. The Bank of Italy says 600,000 jobs have been lost in the past 5 years.

Nichi Vendola, head of the Left Ecology Freedom party, said the suicides were a sign of "social desperation" and Pier Luigi Bersani, chief of the Democratic Party, commented that Italy was in the middle of a "dramatic social emergency".

(Reporting by Steve Scherer; Editing by Stephen Powell)