Di Matteo was sacked by Chelsea late last year and is yet to make a swift return to football management as some discarded bosses usually do.
The Stamford Bridge outfit have failed to improve since the 42 year old left and even with a new man in charge, the Blues fans still chant Di Matteo’s name at most games.
Rafa Benitez has struggled to win over the Chelsea supporters and after their Champions League triumph under Di Matteo last season, this season is turning into a failure.
Di Matteo was also successful at West Brom before his move to London and the Italian claims it will be hard to leave England and the capital as his children are now settled at school.
A move to his native country is also on Di Matteo’s mind but he is no rush to make a decision.
“I don’t know when I’ll be back (managing),” Di Matteo told Gazzetta dello Sport
“A return to Italy? One day, who knows. I love Italy.
“I was fond of Lazio, who are having a very good season.
“I feel Italian, but also European. And my children go to school in London, so for the moment it is difficult for me to imagine being far away.
“The next choice will be crucial for my career.”