The 31-year-old has been linked with a move to Juventus in recent days.
“I have a lot of nostalgia for Italy,” Ufo admitted on Radio Kiss Kiss.
“I played there for a good four years with Fiorentina and I have emotional ties with the country.
“It makes me happy to hear links with Juventus, but I am happy here in Madrid.
“However, I won’t hide that I would like to finish my career in Florence where I spent the best moments of my career.”
