The striker is not interested in simply making up the numbers with the Biancocelesti, and hopes that the team can go on to achieve success this season
The Olimpico outfit have made a positive start to the 2012-13 campaign, booking their place in the group stage of the Europa League while recording maximum points in their first two Serie A matches.
They can maintain their 100 per cent run in the league against Chievo on Sunday, and Klose believes it is imperative that the side continue to ground out victories.
"We have to win, I want to win everything. With Lazio, I don't just want to go ahead [temporarily], but rather stay on top," Klose told Corriere dello Sport.
Klose then touched on a hobby of his that he feels has aided him during his playing career – fishing.
"I've been doing it actively for 12 years, during which I attended a fly-fishing course, and I've already been through 40 rods," he continued. "Once a year, I gather a group of friends to go fishing.
"Scoring and fishing are comparable. In both cases, you must have patience and wait for the right moment to strike power with the utmost coolness."