The veteran midfielder was a free agent after returning to Italy following his time in MLS with Toronto FC.
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Insigne was wanted by Lazio coach Maurizio Sarri, who he played for with Napoli, though the club's top brass had other ideas.
However, there was an opening to return to the Azzurri, as Insigne discussed at his presentation today.
He revealed: "There was a call from director (Giovanni) Manna 20 days ago about a return.
"I gave my full availability, even playing for free. They then made other choices, and I didn't take it personally. I'm still a Napoli fan, and the only thing I hope is that they can quickly regain their top spot in the league."