Zaza is co-owned by the two clubs.
"If Juve spent money on me, then I believe they did it because they believe in my potential," he told Tuttosport.
"In recent years Juventus have invested a great deal on young players and it is an honour for me to be a part of this club. If I score against Juventus with Sassuolo, then I will not celebrate, as part of my contract is owned by the Bianconeri.
"However, right now I am concentrated on Sassuolo. I've never spoken to Antonio Conte, as my only contact was with directors Giuseppe Marotta and Fabio Paratici.
"It is my dream to play in a World Cup and the Champions League, hopefully wearing the Juventus jersey."
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