The former Portsmouth full-back is currently with Qatari outfit Al Sadd having left Fratton Park in 2010 after winning the FA Cup.
But West Ham, Benfica and Lazio are all being linked with Belhadj and the 30-year-old Algerian has not ruled out the possibility of moving back to Europe in the summer.
He said:" I am happy to be linked with prestigious clubs, such as Benfica, Lazio and West Ham.
"Benfica have been linked with me before but nothing happened. They are a great club with great tradition and infrastructures.
"West Ham are also a great team with a good reputation and I always enjoy the English league. To be honest, nothing has been decided yet so wait and see."