The Spain international asked for Balotelli's jersey following his side's 2-1 win over Milan, in which he saved a penalty from the Italian.
"I wear very special pyjamas now," he told Onda Cero. "It is made up of the Milan shirt Balotelli was wearing when I saved his penalty and some Napoli shorts.
"After saving the penalty, I couldn't resist asking him for his jersey, as it was an historic event. He gave it to me and I brought it here to create an unusual pyjama kit."
The 31-year-old, who joined the Serie A club on a season-long loan from Liverpool over the summer, also revealed how he stopped the penalty.
"How did I save the penalty? By waiting one second more than Mario did," he added. "His strength from the spot is that he's so calm he is able to wait until the last second before deciding where to place the ball and how to hit it. I waited more than he did and it went well."
Napoli currently sit in second place in the league table, two points behind leaders Roma.