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The Spaniard took his seventh title at the Foro Itálico as he beat Roger Federer with a resounding 6-1, 6-3 in a nearly perfect match.
The US player took her 51st title as she defeated Azarenka in Rome 6-1, 6-3 and has now strung together 24 consecutive victories.
Nadal and Federer will again face each other in a final on Sunday at the Rome Masters 1000 having beaten Berdych and Paire in the semi-finals.
The US player will fight for the title once again after steamrollering Simona Halep, while Azarenka defeated Errani.