The 24-year-old Czech striker arrived at Villa Park from the Serie A side on deadline day in a deal worth £7m.
"Playing with such a strong player at Lazio, I hope I was able to learn something from him," Kozak is quoted as saying by Sky Sports News. "I also hope to help improve Villa. My ambition is to score goals and to fit in with my new teammates."
Kozak found the net eight times in all competitions for Lazio last season.