The Argentinean hit-man has been linked with a January move to the Spanish giants.
“This is my year,” Zarate told French Magazine So Foot.
“It’s obvious that a club like Real Madrid is every player’s dream but for now I am in Rome and I don’t want to disappoint the Lazio fans.
“I am doing really well and so is the team. We are not to far off the Champions League places.”
