The Frenchman enjoyed a long career in England, turning out for Newcastle, Fulham, Manchester United, Everton, Tottenham and the Black Cats before moving to Italy this season.
"I always had in my mind that it would be more difficult for me as a striker," the 34-year-old told FIFA.com. "I have been used to the English league which is a bit more open with more free roles for every player on the pitch but the main thing is the freedom of the players.
"In England you may have a few possibilities to be one-on-one with a few more chances to score goals. Italian football did change and technically it is very impressive and sharp with many small players who have technical abilities. Here [in Italy] it is a bit more tactical and very organized. It is not the Catenaccio that it used to be years ago but it is still very defensive which means as a striker you are always facing two or three defenders."
Lazio currently sits seventh in Serie A as the club prepares for a trip to Cagliari on May 19, the team's last game of the season.