The striker has been linked with Real Madrid, Liverpool, Manchester City, Blackburn and Sunderland.
Wigan boss Steve Bruce decided not to make Zaki’s loan move to the club permanent.
“I will make a decision on my future in six weeks’ time,” Zaki told skysports.com.
“I might stay in the Premier League, who knows?
“I am a good professional and I like it at Wigan, but we did not agree on certain things, that is life.
“We will regroup – my agent, my club and myself and we will make a decision soon – to go back to Zamalek is also an option.”