The former Chelsea boss is in his third season as Lazio manager.
He has become the latest high-profile figure in European football to be linked with a move to Saudi Arabia.
Sarri, 64, is known as a heavy smoker – it’s even been claimed that he gets through sixty-a-day.
So when he was asked about links with Saudi Arabia, he had one thing on his mind.
The Italian said: “Coach in Saudi Arabia ? Can I smoke there? Then we’ll see…”
Sarri had his own designated smoking area while Napoli boss.
And he’s even been seen chewing on unlit cigarettes on the touchline, with lighting up banned.
The former Juventus boss’ Lazio contract is set to expire in 2025.
And despite his coy response to the Saudi Arabia question, Sarri has insisted that he would like to finish his career in the Italian capital.
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He added: “I would like it to be like this. I don’t set time limits, so it’s not just up to me.”
Earlier this season, Sarri hinted at a possible retirement in the near future.
Following a 2-1 win over Celtic, he sadly admitted: “This is no longer the game I love.”
Lazio currently sit an underwhelming tenth in Serie A.
They have won just five of their opening 12 games, but only find themselves four points off the top four.
Sarri’s side are set to host Celtic in the Champions League next week as they look to book a place in the last 16.