Aston Villa, Birmingham and Wolves have all been linked with the 29-year-old Nigeria international.
Afolabi is out of contract in June and can leave Sochaux for free.
“I am a free agent in June. I have so many clubs interested in me,” he told skysports.com.
“However my preference is to play in the Premier League this is the best league in the world.”
“I have nothing to say yet,” he added. “Nothing is done so let’s wait until the end of the season.”