Djibril Cisse insists he wants to stay with Lazio.
The former Liverpool and Sunderland striker has been linked with a move away this month.
"I'm happy here because I am living in a great city and I'm playing for a great club," the 30-year-old told RMC.
"These situations can arise when you change clubs. You need time in order to leave your mark and to get to know your teammates.
"Serie A is very tactical too. I'm used to having a lot of space in front of me, but it's more difficult here.
"Panathinaikos will always be in my heart, but I have no regrets about leaving them over the summer.
"After winning the championship I needed to test myself at a higher level.""My lack of goals? Well, it is tough but I will continue to battle. Saying that, it is difficult to demonstrate your ability when you play just 15 or 20 minutes.