Pandev’s agent, Leonardo Corsi, says the forward wants to play in the Champions League.
Juventus, Fiorentina and Bayern Munich have all been linked with a summer move for Pandev.
“Goran has expressed his desire to the club and they understand, but obviously don’t want to lose out on his value,” Corsi told Teleradiostereo.
“If there is a team ready to satisfy Lazio from an economic point of view we will see if they let him go. After all, he has given them a lot, but also received a lot in return.
“As always we will aspire to do everything to maintain our good relationship and our mutual respect with Lazio.”