The 27-year-old defender agreed to join the Serie A side in an emergency loan move in January after falling out with Kevin Keegan because he did not like playing in midfield and he claimed Keegan "is making me look bad".
However, Lazio want rid of him, and agent Viktor Kolar says his client looks to be returning to Newcastle.
Viktor Kolar: "So far Lazio have not told us there plans.
"The Italians have a clause which says that they can use the option of a permanent move until May.
"Then we will know the whole situation at Lazio and we can make further steps regarding David's future.
"We have been in contact with Newcastle, namely their sports director Dennis Wise, but everything will depend on Lazio's statement."