The Paraguayan striker has been linked with a £18million move to Manchester City in recent weeks.
The former Bayern Munich star said: “Of course I’m interested in the talk about my future.
“Every player wants to have the opportunity to play in Europe and play for the bigger clubs.
“I’m no different. I want to be winning things and I want to play European football.
“But, let’s make it very clear, saying that does not mean I don’t appreciate being at Blackburn or that I’m not happy here.
“It’s sad for me that things haven’t been going right for the club. I’m focused on playing for this club. I want Blackburn to have success.”