Anderson inspired Lazio in the second half of last season to a third-place finish in Serie A, but outside interest in his services has coincided with a lull in his performances for the club in this campaign.
In the meantime, Anderson continues to produce underwhelming displays for Lazio and their fans.
Pioli substituted the 22-year-old at half-time of a goalless draw with promoted Carpi at the Stadio Olimpico on Wednesday, and later questioned Anderson's contribution.
"I believe he can do a lot more. I know it and he knows it," said Pioli after the game.
"I had to change him because I'm the coach and I have to make decisions. But for the first 45 minutes I don't think it was fair to focus everything on one player, I wanted the whole team to play with more rhythm and intensity."