The German striker has the option of another year's contract with the Aquile.
"I want to help Lazio into the Champions League or at least the Europa League," Klose 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.
"Today's young players grow up differently, I was the first to be at the service of the great players. If today you tell a kid to bring the footballs they'll say 'you have two hands as well'."
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