Lo Celso left Tottenham for Betis last year, with the Argentina international revealing he had offers to move to Serie A in the past.
Ahead of tonight's Europa Conference League semifinal with Fiorentina, Lo Celso said on Wednesday: "I have a very close bond with Italy because I have relatives of my mother who live in Verona.
"I have had many contacts with Italian teams that have not materialised. Sooner or later I want to come and play there. As a boy, before going to PSG, Sassuolo wanted me, then I was close to Napoli and Roma."
Betis atmosphere is incredible
However, Lo Celso insists he's enjoying his time in Seville with Betis.
He continued: "This environment is incredible, Betis has a huge fan base, with a stadium for 60,000 spectators that is always full and that pushes. I say this with full knowledge of the facts because I am Argentinian."
On Fiorentina, Lo Celso also said: "I say they are strong, you don't play two consecutive finals in Europe if you are not. That's why they are ahead of us. Then they play well and have great individual players.
"It will be very tough and then it is a semi-final that will not be decided in Seville, because there is a return match. I like the Conference, everyone who plays it likes it. Those who haven't played it may underestimate it, but we know the level that is there."