It is expected that Benzema will leave the Ligue 1 side at the end of the season.
Real Madrid, Barcelona, Manchester United, Manchester City and Chelsea have all been linked with the France international.
“There are many clubs,” Benzema told L’Equipe.
“Barca and Real, but also Manchester and Milan. It is all the big clubs which are dreams.
“I like Spain, but you can also really progress at Manchester or Milan. I want to reach a very high level.”