The 32-year-old Portugal star has recently been linked with a move to be reunited with former Chelsea boss Jose Mourinho at the Bernabeu.
He said: “If there was a possibility to sign with Real Madrid, I would go there right now swimming or running.
“It would be a dream to be able to play for Madrid, who I consider to be the best club in the world, and follow the orders of the best coach in history.
“With Mourinho I experienced two marvellous stages at Porto and Chelsea.
“To have the opportunity to win another Champions League with him at Real Madrid would be tremendous.”