Italian striker Ciro Immobile on Saturday ruled himself out of next week's Nations League finals due to a thigh injury.

Immobile, the leading scorer in Serie A this season, suffered the injury in Lazio's 2-0 Europa League victory over Lokomotiv Moscow on Thursday.

He will also miss Lazio's Serie A game on Sunday.

"Sorry for not being able to be in the match against Bologna and sorry for not being able to respond to coach Roberto Mancini's call for the Nations League finals," the 31-year-old wrote on Instagram.

"I will do my best to come back as soon as possible."

European champions Italy face Spain in the Nations League semi-finals in Milan on Wednesday.

France and Belgium meet in the other semi-final on Thursday in Turin.