The 34-year-old recently saw his contract terminated on Wearside after the club brought in Danny Graham in January and he failed to force his way into Martin O'Neill's plansFormer Sunderland striker Louis Saha looks set to seal a move to Lazio until the end of the season on a free transfer.
The 34-year-old was recently released from his contract with Martin O'Neill's side after struggling to make an impact on the starting XI this season, making 14 goalless appearances during his brief stint on Wearside.
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"Bonjour. Escale a Paris et maintenant direction Rome. Now in Paris now direction Rome. Good morning," Saha tweeted from his official Twitter account.
He will stay with the Roman club until the end of the campagin, with a rumoured €500,000 [£432,000] salary on offer after spending much of the last 14 seasons in England playing for the likes of Newcastle, Fulham, Manchester United, Everton and Tottenham.