The Brazilian is out of contract in the summer and has failed to agree a new deal with Bayern Munich.
“Manchester City is quite high up on the list,” he told TZ newspaper. “They want to play internationally and I should help them achieve that goal.”
“I am leaving with a lot of pride,” he added. “I am proud of the achievements, especially my return to Bayern after a year at Santos was extremely special.
“I am leaving the club through the front door and there will always be something of me with this club. Bayern is a club of my heart.”