Macheda is currently on loan at Stuttgart from Manchester United and played against Lazio in the Europa League on Thursday night.
The 21-year-old was on Lazio's books as a teenager before making the move to Old Trafford in 2007, and he has indicated that he would be open to a return to the Italian club one day.
He is focused at the current time on playing regularly for Stuttgart, though, and is keen to impress until the end of the season.
"I want to grow as a player and play with continuity to prove my worth," Macheda was quoted as saying by lalaziosiamonoi.it after Stuttgart's 2-0 home defeat in the first leg.
"Lazio? I went away very young and I have not kept relations with the current management.
"I would go back, if there was a possibility in the future."