The 33-year-old has long been linked with a move away from the Spanish side, who he joined from Juventus last summer.
“Lazio president Claudio Lotito has told me they are interested,” Trezeguet’s agent Antonio Caliendo told Radio Mana Mana.
“I want to underline that Lazio and Napoli are not the only clubs to have asked me about David.
“There are other clubs interested, from abroad too. We will wait a week before making a decision.”