The 24-year-old has long been linked with a move away from Wigan and came close to joining Birmingham this summer.
“I do not want to speculate,” said N’Zogbia.
“I am a Wigan player and anybody who wants me needs to speak to Wigan.
“A return to France? Why not. Marseille are a top team and a dream for any French player.
“I am no different, but the Premier League is the best league in the world.”
