Lazio striker Di Canio has eye on Premier League return
"Going back to England isn't such a remote possibility," Di Canio told Italian regional television channel Rete Sole.
"Everyone knows the idea was to finish my career at Lazio. That was the reason I came back (to Italy). "But unfortunately it doesn't just depend on me. It's also up to the club."
The 37-year-old played eight seasons in England with Sheffield Wednesday, West Ham United and Charlton Athletic and one season in Scotland with Celtic.
His relationship with Lazio's management has become increasingly strained, particularly after he made fascist salutes at the end of Serie A matches against Livorno and Juventus in December.
Di Canio received a 10,000 euro fine and a one-match ban for each salute, but spoke out about his disappointment that the club had not been more public in his defense.