A host of Premier League sides have shown an interest in Belhadj, but the defender admits interest from Serie A has turned his head..
"I heard from my agent about the interest of Lazio," he told Corriere dello Sport..
"For now there is nothing concrete, but the Italian league is one of the best. Being approached by Lazio is a great honour for me."
Lazio coach Edy Reja has revealed that he is preparing to step up his efforts to land Belhadj..
He said: "Belhadj is a great player who has huge potential, he plays well on the left, has great feet and a great shot. He's a player who is more offensive than defensive, and that appeals to us very much..
"He usually plays in defence, but the defence in the Premier League is very different to that in Italy. Belhadj is one of the players we are going to focus on and he has expressed a desire to come."