The Italy international has long been linked with a return to the Serie A, with clubs such as Inter Milan, Juventus and Fiorentina reportedly interested in signing the striker.
“I am honoured that President Aurelio De Laurentiis holds me in such high esteem and I feel very proud to know Napoli like me,” Rossi told Radio Kiss Kiss Napoli.
“Everyone would love to experience playing at the San Paolo.
“You never can tell what will happen in football, as today you’re one place, tomorrow another. I live each day as it comes. I can certainly say Naples is a wonderful city, has a great football team with simply extraordinary fans.
“Could I be in a trident with Ezequiel Lavezzi and Edinson Cavani? They are great players. We can dream, but I remain concentrated on my next game with Villarreal.
“We always aim high and believe we can have a fine season in the Liga, Cup and Europa League. It’ll be tough against Napoli over two legs, but we’ll give it our best shot.”