Insigne, a 34-year-old midfielder, is currently back in Italy after leaving Toronto FC at the end of the last MLS season.
The Italian coach wants to re-sign Insigne, who used to be the team's captain, according to reports.
However, the team's sporting director, Angelo Fabiani, prefers to focus on younger players, and the limited transfer budget meant that Lazio didn't make any significant signings over the summer.
A move for Insigne might happen in January, when he becomes a free agent, but Sarri is eager to add his experience to the team.
