The Germany great has scored six Serie A goals in limited opportunities this season, starting in just 13 league games.
His departure from Lazio, the club he joined from Bayern Munich in 2011, was confirmed on Tuesday, with his contract up at the end of the season.
Klose, 37, dismissed retirement talk earlier this year amid links to the MLS.
Given a greater opportunity later in the season, Klose scored four goals in his past four games.
Lazio are eighth on the Serie A table ahead of their clash with fifth-placed Fiorentina.
