The 31-year-old Albanian international has been a reliable performer for the club ever since moving from Galatasaray in 2011, but has made no secret of his intention in recent months to seek an exit in the summer.
“I am in talks with Marseille, it is true, but there is nothing official,” Cana confirmed to the Albanian media.
The French club want me but I have not decided where I will play next season.”
Cana previously had a stint with Marseille from 2005-2009 where he served as team captain for half of his stay there, before moving onto Sunderland.
The player will end his Lazio career having made 111 appearances for the club across all competitions during his four-year stay, netting four goals in the process.