The veteran German striker is out of contract in the summer and has been linked with a possible move to the Premier League with Aston Villa and Tottenham both showing interest.
However, the World Cup's all-time leading scorer is not about to rush into a decision while suggesting that he could be lured back to the Bundesliga where he made a name for himself with Kaiserslautern, Werder Bremen and Bayern Munich.
"I want to help Lazio into the Champions League or at least the Europa League," Klose, 36, told Kicker.
"Coming to Italy was a good choice, life is good here. My future? I'll make a spontaneous decision at the end of the season.
"I haven't decided yet. I'll have to think about several things, whether and where to continue playing for example.
"I still have a year's contract with Lazio, for now I've had no contact with German clubs. I'd love to be a coach, maybe starting with the German youth teams.
"My objective, however, is the Bundesliga where I spent most of my career."
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