The 21-year-old has failed to make an impact at Roma, making just four starts so far this season.
“I haven’t made a definite decision and I will have to discuss it with my agent, but if I’m not playing regularly I’d rather leave,” Menez told France Football.
“I’d prefer to return to France because I know that world and I feel I fit in better.
“I would like to return to Paris, given that I am from there, but obviously I would be happy to play for Lyon or Marseille, although they seem to have the players they need.
“I want to be at the 2010 World Cup for France and in order to do that I must be able to show my talent.”
Menez joined Roma from Monaco at the end of the summer.