The Paraguayan star came close to joining the Italian giants in the summer transfer market.
He told Corriere dello Sport: “I had hoped to arrive in Rome, that was my dream. Unfortunately, the deal fell through.
“There has been a lot of talk of my arrival to Italy and perhaps next time it will materialise.
“We will see what happens in the next few months.
“I don’t like to look too far away and I don’t know what Lazio’s intentions are.
“I have received many offers but I had hoped to play in Rome.
“I have been happy in England but Italian football fascinates me and I would love to have an experience in Serie A.”