Benzema has been linked with several clubs and will be a top target in the summer transfer market.
The 21-year-old’s contract with the Ligue 1 side expires in 2013.
“My goodbye is honestly not an important topic right now,” Benzema told local newspaper Le Progres.
“I am at a great club and we’ll see after the matches with Barcelona what is going to happen.”
He added: “I am settled at Lyon, but I would also like to play for a big foreign club such as Milan, Inter, Barcelona or Real Madrid.
“It would be perfect to win the Champions League with Lyon, though. I’m not saying I want to go away but, if I did, I would pick my destination after considering a number of projects.”