Reports have suggested that Atletico are close to agreeing a deal with Porto for Falcao.
The striker has also recently been linked with a move to Tottenham.
“Every player thinks about playing in one of the major leagues like Spain, Italy or England,” Falcao said in A Bola. “Anyone who says otherwise is a liar.
“Atletico Madrid have great fans and it would be a great opportunity for my career. At the moment I am waiting to see what the solution to my future is.”