St Johnstone manager Steve Lomas insists the midfielder would cost in excess of £1million.
Davidson has been linked with a reunion with his former manager Derek McInnes at Bristol City.
“My mate texted me about what the old gaffer had said, and if managers talk favourably about you it’s got to be a compliment,” Davidson told the Perthshire Advertiser.
“I’m used to it (speculation) now after the Rangers speculation. It’s part and parcel of football. I would rather have people talking about me than not.
“But there is a point in everyone’s career when you want to go further.
“Every young player thinks about testing themselves in England and I’d be lying if I said I was any different. I’m not ruling it out.”
