He is currently on loan at Belgian side Antwerp.
Hoedt said, "I made a mistake [leaving Lazio]. I had a five-year contract with them. After two years, they offered to extend it for another five, with better conditions.
“Italian football culture is very professional, but everyone wants to play in the best League in the world, the Premier League, and the Southampton offered me a contract that I couldn't refuse.
“Unfortunately, the club had two bad seasons and things didn't go as I thought they would."