The Giallorossi have already brought in Mohamed Salah and Wojciech Szczesny this summer, while Dzeko is poised to complete his move from Manchester City in the coming days.
However, Sabatini has now revealed that he is still working on making more high-profile arrivals before the end of the month.
"Dzeko is a great player, but I hope Roma's best transfer is still to come," he told Corriere dello Sport.
"I am very happy with this move, but the market is not closed yet for Roma.
"We are working hard to make the squad ready to challenge for top honours."
The Serie A outfit have been heavily linked with a move for Paris Saint-Germain defender Lucas Digne, while Barcelona's Adriano remains a target for the Romans as well.
