Balotelli joined his hometown club Brescia on a free transfer last summer after the spending the second half of the 2018/2019 season on a short-term deal at Olympique Marseille.
The 29-year-old has scored five goals in 19 Serie A games this season but his return to Italian football has not been without problems.
Balotelli threatened to walk off the pitch when he was racially abused by Hellas Verona fans in a Serie A match in November while a training ground confrontation with then Brescia manager Fabio Grosso led to him being dropped from the squad.
Despite having more than two years remaining on his contract, Brescia president Massimo Cellino announced in December that Balotelli would be allowed to leave the club on a free transfer in the winter transfer window, but the former AC Milan and Liverpool striker ended up staying.
Balotelli says he has tried moving to Napoli in the past and is still interested in a move to the San Paolo.
"I tried it [to join Napoli]," Balotelli told Fabio Cannavaro during an Instagram Live chat.
"I would have a great time in Naples. I would make my daughter head ultra. She supports Napoli.
"I sing to her, 'Brescia, Brescia', but she continues to support Napoli. She was very happy when I took her to the San Paolo, she was hypnotised.
"It is always a good emotion to enter San Paolo, although in my opinion the most beautiful stadium is San Siro."
