Neill is a free agent after his contract with West Ham expired at the end of last season.
Neill has been linked with several clubs including Atletico, Galatasaray, Sunderland, Hull and Blackburn.
“I am in talks with a club outside of England,” Neill told the Australian media.
“That’s been the hardest one because of the language barrier. It’s a change of what I’ve been used to.
“A decision will take a lot of courage so that’s why I’ve taken my time.”