The 28-year-old brought his two-and-a-half year spell at Nice to an end when he joined Marseille on a free transfer in January and he has so far scored one goal in two Ligue 1 appearances for Rudi Garcia's struggling side.
Interviewed on the Italian television show, Queli che il Calcio, Balotelli discussed the possibility of returning to his home country one day but described Serie A as "too tactical and a bit boring".
However, he did express his desire to eventually feature for Brescia, who are currently flying high in Serie B.
"I never really thought about going back to [Italy] in these months," said Italy international Balotelli, who was born in Palermo but grew up in Brescia.
"But I do not deny that I would like to close my career at Brescia."
The striker also revealed that he would love to resume his international career with Italy. To date he has scored 14 times in 36 appearances for his country, having made just three appearances in 2018 after a spell of three years without an international call up.
Roberto Mancini brought him back into the squad last May and Balotelli is eager to impress the former Inter manager once more.
"Mancini is the manager that knows me best," he admitted. "I want return to the Italy national team and score many goals."
Balotelli also spoke of the racism he experienced on the football pitch, but claims that he has only experienced it while playing in Serie A and not during the rest of his career in England and France.
"In Italian stadiums there is too much racism," the 28-year-old claimed. "I have been victim of insults only in Italy. It will take time but I am sure that we will win the battle against the racists."