The German striker is off contract in June.
"I have a contract with Lazio until June and they proposed an extension, but I've received other offers," Klose told Lancenet.
"I had a few proposals from the MLS and that would be interesting, seeing as Gerd Muller also went to America.
"I'd also like to play another couple of years with Bayer Leverkusen, who were always very kind to me.
"In any case, I have no intention of retiring, as I want to play for a while yet."
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