Chelsea, Manchester City and Real Madrid have all been linked with the highly-rated striker.
Atletico president Enrique Cerezo does not want to sell the striker to rivals Real, but the Argentine superstar has a £40million buy-out clause in his contract.
Aguero said: “I like the English and the Italian leagues but I prefer the Spanish League as I’ve been here for five years.
“I want to leave the door open to any club and the fans and the club must understand it.”