Belhadj left Portsmouth to join Qatari side Al-Sadd in 2010 and his contract with the club has nearly two more years left until it expires.
Belhadj was strongly linked with a move to Queens Park Rangers over the summer.
“My contract here expires in June 2013,” Belhadj told Sky Sports.
“For me I have unfinished business with the Premier League. I loved my time at Portsmouth.
“Yes, we got relegated but we played in the final of an FA Cup and we almost won that cup. We missed a penalty before Chelsea scored the winning goal.
“I have a contract here as I said so if a club want me they have to agree a fee with Al-Sadd and I will talk with them, but all players love the Premier League, I am no different.”