Mihajlovic is currently out of work after being axed from his job as assistant manager when Jose Mourinho took over at Inter.
Mihajlovic said: “In Italy the club I won the most with was Lazio, so to become their Coach would be marvellous, but it doesn’t depend on me.
“They don’t have any problems right now, as they have a great tactician, squad and President.
“If in a few years things change and they need me, I’d be happy to lend a hand.”
