The 36-year-old signed a new one-year contract with the Stadio Olimpico outfit during the close-season, but has been restricted to just five Serie A starts this term.
Klose, who became the World Cup's most prolific goalscorer as Germany lifted the trophy earlier this year, has seen Filip Djordjevic preferred in attack this term, but is hungry for more first-team opportunities.
"I extended my contract with Lazio because I want to keep playing football and because I think I can still help this team," Klose told Welt am Sonntag.
"I've regained my condition, but to be back to my best I need to play two or three games in a row, but, if I'm only getting half a game at best, that's not enough. I'm not getting into a rhythm.
"I've played very little and cannot say that I'm satisfied."
Lazio next face Sampdoria in Serie A on January 5.
‘He instantly popped into our ratings as one of the best U21 midfielders in Europe. The impressive thing is Slot has made him into more of a no.6' Inside Ryan Gravenberch's transformation at Liverpool
‘I don’t think Liverpool would look at Ollie Watkins, a striker isn’t a pressing issue for them – it’s Arsenal who need one’ Former Reds star explains why his old club don’t need an out-and-out forward this summer
