Neymar did not dismiss speculation linking him with Real Madrid but said he is currently focused only on Paris Saint-Germain.
"They (Madrid) are one of the biggest clubs in the world. Any player would be interested in playing there. I am very happy at PSG. But no one knows the future," Neymar told TV Globo.
Currently out with an injury, Neymar also commented on Brazil's chances in Copa America.
And, the Brazil captain rejected claims that the five-time World Cup champions are obliged to win this year's Copa America as competition hosts.
The world's oldest continental international football tournament will begin in Sao Paulo on June 14, less than a year after Brazil's World Cup quarterfinal loss to Belgium in Russia, reports Xinhua news agency.
Also sure to be vivid in the players' memories is the last time Brazil hosted a major tournament in 2014, when the Selecao were dumped out of the World Cup with a 1-7 semi-final defeat to Germany.
"We're not obliged to win. Obviously the pressure increases because we are playing at home...we have a great chance," Neymar said.
"We are one of the teams with a chance to win but nothing is obligatory. We will be playing to win and, if we do that, it would be incredible for the country. It's our objective to win. It's what I want and what the fans want. But we have to play well and if we aren't at our best it's going to be difficult."
Neymar is currently in Brazil as he continues his recovery from a right foot injury sustained while playing for Paris Saint-Germain in January. The 27-year-old will return to the French capital this week and is expected to be fit to play again in April.