The 24-year-old, who joined Atletico Madrid from Braga in 2013, is currently contracted to Benfica, but has yet to make his league debut for the Portuguese club.
The attacker, however, is looking to make his mark with the Europa League finalists next season.
"I don't want to be loaned out again. My goal is to stay at Benfica, I've been out on loan for too many years," he told O jogo.
Pizzi has scored once in two games for his country.