The problem of unemployment was first debated in Europe at the end of the nineteenth century when the process of industrialization, the development of the workers' movement, and reformers' new attention to the social question brought forth a new statistical concept: the «unemployed worker», as distinct from the poor or idle person. In Italy, the population census of 1901 inaugurated the first statistical survey on temporary unemployment. But only with the establishment of the Office of Labour at the Minister of Agriculture, Industry and Commerce in 1902 and the publication of its «Newsletter of the Office of Labour», since 1904, did a regular elaboration of statistical data on unemployment begin. The main focus of this article are the features and the construction process of this official statistical source - one that economic historians neglected until the outbreak of the First World War. This case-study in the history of statistics allows a critical analysis of the quantitative series and sheds light on the cultural and political context of their production. This article also reveals an important quantitative source for the study of the economic and social aspects of the first Italian industrial take-off.