The Italy international is being linked with a return to Serie A this month.
And he was asked on social media, 'why are you so fond of Naples?'.
Balotelli replied: "Because I have my daughter who is half Neapolitan, because I loved a Neapolitan woman, because I love Neapolitans, I love Neapolitan tifos, I love Naples and I loved Maradona.
"I repeat, they are not questions asked to the right person! Ask (Napoli president Aurelio) De Laurentiis."