Manchester City striker Roque Santa Cruz favours a move to Lazio this month.
The Paraguay international has been linked with Fulham and Everton in recent days.
But La Repubblica says Santa Cruz confessed to friends he is still in talks with Lazio.
The striker made the revelation upon visiting former teammate Salvador Cabanas last week: "I'm talking to Lazio and I cannot wait to land in Italy and wear the Biancoceleste shirt."