Nani has sealed a loan move from Valencia to Lazio with the deal including the right for the Serie A club to make the switch permanent.
The Portugal international only transferred to LaLiga from Fenerbahce last July, signing a three-year deal at Mestalla, but he has opted for a deadline-day switch to the Italian capital for the remainder of the season.
Simone Inzaghi's Lazio are expected to be busy on Thursday as they seek to build on last season's fifth-placed finish and compete for Europa League honours.
Former Manchester United forward Nani's career has also included spells in Portugal, Turkey and Spain.
It was at Old Trafford that he enjoyed his greatest successes, winning four Premier League titles and the 2007-2008 Champions League.