But the 26-year-old winger admits he doesn't know if he will be leaving the Swans just yet, although he revealed he does plan to stay in England.
Sunderland are among a host of Premier League clubs monitoring Ayew's situation, with Liverpool and West Ham United both credited with an interest.
Ayew has been on manager Sam Allardyce's wishlist since the club had a bid rejected in January.
"I feel good at Swansea," the former Marseille winger told French TV programme Telefoot.
"I plan to stay in England. It’s a tough league, but it’s the best.
"Do I dream of a more exclusive club?
"At some point, every player wants to find one, like I had with Marseille, when we had the players we had, we played in the Champions League and for the title.
"So yes, at some point, I will be aiming for this.
"There are clubs interested in me."
A winger is one of Allardyce’s summer priorities and the Swans top scorer would certainly fit the bill.
But sources close to Ayew have indicated that it is far too early to even suggest that the Ghanaian international will leave Swansea this summer.
Even if Swansea agree to sell Ayew, there is no guarantee that he will be willing to move to the Stadium of Light.
Sunderland have also been linked with a move for Ayew’s teammate, striker Bafetimbi Gomis.