Insigne, 26, enjoyed a sensational 2016-17 campaign as Napoli emerged as one of Europe's most exciting teams, scoring 18 Serie A goals last season.
The forward was subsequently linked with a possible switch to Barcelona throughout the summer as the Liga giants went in search of a replacement for Neymar, who moved to Paris Saint-Germain.
However, Barcelona opted to sign Ousmane Dembele from Borussia Dortmund rather than Insigne.
But although Insigne insists he is happy in Naples, he admits he would have loved to have become team-mates with Lionel Messi and Luis Suarez.
Speaking to Rai Sport, he said: “I’m proud to have stayed here at Napoli.
“We know that Barcelona are the best team in the world though.
“I would have liked to play with champions like Messi and [Luis] Suarez but now I’m thinking of Napoli and I hope to win something important with Napoli.”
Insigne is currently away on international duty with Italy ahead of their World Cup qualifying double-header against Macedonia and Albania.