The former France international is trying to adapt to a new country and new league after spending years in the English top flight, but is confident he will succeed
The French forward joined the Biancocelesti on a free transfer in February on a six-month contract.
"After playing most of my career in the Premiership, it is not easy to join a different league with a foreign language,” he told L’Equipe.
"But I have a lot of fun during training sessions and enjoy every minute on the pitch.
"There is a lot of competition but it's a long season. I was unlucky to play during two heavy defeats, but hopefully that will change.”
The former Manchester United and Everton striker added that he would like to stay with Lazio and play in the Champions League again.
He added: "I want to prolong this adventure here and play in that level of competition; it would be good for me to score about 10 goals.
"Playing in the Champions League is a dream for everyone, whether you're a 19-year-old or a 34-year-old player.”