Palladino has been superb with Monza over the past two seasons and been linked with bigger clubs.
The former Juventus midfielder said: "My dream is to work in the Premier League one day, so I take English lessons.
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"I am determined to get as far as possible in my career.
"But having said that, I would like to end the season in Monza properly. I do that for the club, for the players and for our fans."
Palladino's current deal runs to June.