The Japan international was believed to be on his way to the Serie A side in the January transfer window, but the move eventually never materialised.
Lazio have not shown concrete interest in signing the midfielder since January, and Honda has stressed that they need not bother, as he feels the Italian side are not the right next step for him.
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"Right now I can't say anything about a transfer. But in considering what I want in my future, the image I had at 20 is different from the one I have at 26. My end goal hasn't changed. All I can say is that even if Lazio approached me, I wouldn't go," Honda stated to Nikkan.
"Back then [during the January transfer window], Lazio had a shot at qualifying for the Champions League. But they did not get there. In the first half of the year I was 25, now I'm 26. A lot changes in half a year.
"It's like running 30 kilometres in a marathon to find out that you're off your pace. If you're running behind, you might look for a different path to take. If I hop on a car the rest of the way, I'll still struggle to reach my goal. If my pace is slow, I have to run faster. And in that respect I won't go to Lazio."
Honda has a contract with CSKA Moscow until December 2013.