The Uruguayan striker has spent the past three seasons with Paris Saint-Germain, netting 81 goals in 148 outings for the French champions.
"It's a really competitive team that has demonstrated interest in me and that pleases me, you never know if things could go further," Cavani told a press conference.
"Football is always changing and you never know.
"Right now I'm a PSG player and I have to respect that; it would be improper to speak more about it."
Cavani is contracted to PSG for another two years.
The 29-year-old could form a bigger part of coach Laurent Blanc's plans following the departure of Swedish hitman Zlatan Ibrahimovic from Parc des Princes.