"The Premier League would be a good challenge," he told Belgian newspaper Het Laatste Nieuws.
"I have a contract until 2018, but maybe other options will appear then."
GETTY
Dries Mertens celebrates with his Belgium team-mates
However, his representative Soren Lerby says he will not be leaving Naples anytime soon.
"I have heard these rumours but there is absolutely nothing concrete," he told FCInterNews.
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"We are not talking about these rumours. Dries is not leaving Napoli in January."
The 28-year-old has been in good form for Napoli this season, netting five times in 12 games in all competitions.