Llorente is set to leave Bilbao, having refused to extend his contract, which expires in the summer.
“I really like the Premier League and I’ve mentioned on more than one occasion that it’s a league which appeals to me a lot,” Llorente told Sky Sports.
“You never know. It’s one good option in terms of my future but we’ll have to wait until the end of the season to see what happens. It is true that we are approaching the date when I can sign for other clubs.”