The 27-year-old midfielder, who in January reached an agreement to leave Brussels this summer, has attracted the interest of several Serie A clubs, including Coppa Italia winners Lazio.
Neither club has confirmed a reported eight million euro release clause has been met by the Italians, but Biglia appears convinced of his next destination.
He told La Repubblica: "Everything is done with Lazio. I can't wait to get to Italy, I'm just waiting on the all-clear from a medical.
"I hope to be there as soon as possible. I'm ready to impress and Lazio is the perfect club for me.
"I've won everything in the Jupiler League and so moving to a superior championship is the next logical step.
"Most of all it's a move that boosts my chances of getting into the national team for next year's World Cup in Brazil."
Biglia joined Anderlecht from Independiente in 2006, but his failure to attend a January training camp was one factor leading to an agreement he would leave the club at the end of the season.
He was, however, given a lap of honour as Anderlecht lifted the Belgian title earlier this month.
"The Italian championship is very competitive with some great clubs in it," he added. "But spending seven years with Anderlecht has also been great.
"Last season there was contact from Real Madrid and Inter Milan showed a concrete interest in January too. Fiorentina and Galatasaray also showed their interest, but the moves broke down when they learned what I cost.
"I was really sick about worrying about all that in January and I was struggling with depression too. But now I can smile again and I like the idea of my son being born in Rome."