The 27-year-old has been linked with both Barcelona and Real Madrid in recent weeks.
“The truth is I do not want to speak about that, it is only a rumour and I cannot say a lot more,” he told AS.
“How could I not want to go to Madrid? The only thing that I have said is that I want to leave Zenit in the New Year.
“But I have not come out and said I prefer any particular team. Now the most important thing is not if Madrid want me, but whether Zenit will let me leave.
“Of course I like Madrid, they are a great club, one of the best.”
“It (the Primera Liga) is the league that I have followed the most, but the Premier League also interests me a lot as that is another league I like. As I have said before, any of the big European leagues would be good for me,” he added.
“It is difficult when you want one thing and then something else happens instead, but there have been a lot of people telling me that will change. So I now believe that at the start of 2009 I will move to a new team.
“I feel that I have repaid everything that I owed to Zenit and that I cannot give any more to the team. The time has come for me to test myself somewhere else.”