The 27-year-old is unhappy with his lack of first-team football at the club, ahead of next summer’s World Cup finals.
Belhadj is keen to be a part of the Algerian squad for the finals in South Africa.
“I’ve been thinking of a departure. Players likely to go to the World Cup are playing but I’m confined to the bench,” he told The Sun.
“I don’t want to get to the World Cup without games in my legs, so it’s in my interest to look for game time elsewhere.
“I’ll leave in January for a club where they will have confidence in me. I want a change of air.”