The 34-year-old former Milan hero said he had contemplated opportunities outside of Italy, but the playmaker - who has never been based outside of his homeland - was content with life at Juventus Stadium.
"In recent years I have assessed chances to have an experience abroad, but in the end I'm fine here," Pirlo told Sky Sport.
"I think this is the best place for me to continue playing football.
"It's (Antonio) Conte's third year but the hunger to win is always the same. The formation and style of play has changed but our substance has remained the same.
"We have gained experiences and knowledge, things that have helped us to get the results we have.
"I always play to win, I always have big targets in mind.
"We are out of the Champions League but now we need to concentrate on the Europa League.
"The more targets you have, the greater the will to win."
Juve are away at third-placed Napoli on Sunday, and are closing on a 30th Scudetto, and third in succession.
Pirlo said their huge buffer on Rafael Benitez's men was irrelevant heading to the Stadio San Paolo clash.
"We know where we want to get to," he said.
"Napoli are a great team, the 20 point difference between the teams will count for nothing on the pitch.
"In the reverse fixture with Napoli we played very well. It was a huge game but we went out onto the pitch to win, like we always do."
Pirlo's Italy are World Cup-bound in mid-year, and he said he was pleased his nation's FA showed faith in coach Cesare Prandelli by renewing his contract.
"Prandelli's renewal? We are happy, he has done very well and it was right to give his project continuity," he said.
