Belhadj has long been linked with a move to Italian side Lazio.
The African ace told tuttomercatoweb: “At this time, after the World Cup, I’m enjoying the holidays.
“My agent is dealing with my situation and for the moment he has told me nothing new.
“I know of the interest from Lazio but I cannot say to what extent there are any negotiations.
“Would I move to Lazio? Sure, we are talking of a major club which plays in a high championship with many competitive teams.
“Let’s see if the deal will go well, but certainly my experience at Portsmouth is over.”