His exceptional form – 39 goals in 44 games – naturally led to rumours about his future in Rome.
And the Italy international told Corriere dello Sport in an exclusive interview that Newcastle came forward.
“In the period in which there was talk of the possible purchase of Newcastle by a Sheikh fund, they called my agent Alessandro Moggi,” said Immobile.
“Then the Premier League did not approve that proposal or the fund withdrew, I don’t remember well.
“I know they were also looking for an Italian coach, [Max] Allegri or [Luciano] Spalletti.”
Immobile added that he wants to finish his career at Lazio and sign a long-term deal.
He said: “I intend to commit to Lazio forever. The renewal will be three years, so the contract will expire in 2025, when I turn 35.”
Meanwhile, Newcastle fans will be left asking ‘what if’ after missing out on Europe’s top marksman.