The family of Emanuela Orlandi, 15, the daughter of a Vatican bank employee, received an anonymous tip-off past year that she was buried "where the angel looks".
But a police search found no human remains in the tombs, the Vatican said.
Based on the photo, Vatican officials chose to open the graves of two princesses, one of whom was buried there in 1836 and another in 1840.
The family braced for a possible breakthrough previous year, when human remains were found at a Vatican property in Rome, but the bones discovered dated back to an earlier period.
In March, there was a glimmer of hope, when Orlandi's family received a weird tip from unnamed people that the girl's remains could be in a Vatican cemetery "where an angel was pointing".
Vatican City: The mystery surrounding the disappearance of an Italian teenager deepened on Thursday after two graves at the Vatican thought to possibly hold her remains were discovered to be empty. They dug under one of the tombs and found a room underneath completely empty.
A statement said the graves would be opened on 11 July in the presence of representatives of the missing girl's family. She was a Vatican City resident and daughter of a Vatican employee.
The latest search for Orlandi, who vanished without a trace on 22 June 1983, followed an anonymous tip-off received last summer by her mother and brother, who still live within the Vatican's walls.
Pietro Orlandi said that in a certain sense that no bones were found was "personally a relief", since it would have been upsetting to view remains that might have been those of his sister.
Theories about Orlandi's disappearance have run the gamut from an attempt to secure freedom for Mehmet Ali Agca, the Turk jailed in 1981 for trying to assassinate Pope John Paul II, to a connection to the grave of Enrico De Pedis, a mobster buried in a Rome basilica.
Orlandi's mother still lives in Vatican City, close to the Teutonic Cemetery. "We are all amazed", Orlandi family lawyer Laura Sgro said Thursday after the fruitless opening of the tombs.
"The tomb had obviously been recently opened, there was new cement on it, but we didn't know why or when, we were given no information", Sgro told CBS News. "Until I find Emanuela, it is my duty to seek out the truth", he said.
Workers open one of two tombs within the Vatican's grounds in the Teutonic Cemetery is opened on July 11, 2019, as part of a probe into the mysterious 1983 disappearance of teenager Emanuela Orlandi.
Both graves were opened due to their proximity to one another and to "avoid possible misunderstandings about which grave is the indicated grave", a Vatican tribunal said.
And past year, a bag of bones was found during ground work at the Vatican embassy in Rome, but DNA tests turned out negative. There were renovations carried out in the cemetery at the end of the 1800's, and then again in the 1960s and 1970s.
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