Zabaleta ended a nine-year spell at Manchester City last summer by linking up with West Ham United, and the Argentine has gone on to make 44 appearances for the Hammers.
However, the full-back has said that he received an offer to join Roma two years ago, but instead decided to play under Pep Guardiola at the Etihad Stadium.
The 33-year-old told Sky Sport Italia: "When Roberto Mancini was at Manchester City, we had a fitness coach who didn't speak English, so I had to try to communicate with him in Italian and that's how I improved my grasp of the language.
"I was close to Roma two years ago. They had offered me a three-year contract. I thought it could be a great experience, but those were the years when Pep Guardiola had arrived in Manchester and he said that he wanted me there.
"After so many years at City, I made a choice with my heart and decided to remain. I have always thought that I'd enjoy an experience playing in Italy, though."
Zabaleta has less than a year remaining on his contract at West Ham.