With their stay in the English football's top flight over after eight years, Wigan are expected to lose several players during the summer transfer window.
The Ivorian striker scored 11 goals during his debut Premier League season, and Everton, now managed by former Latics boss Roberto Martinez, are thought to be one of the clubs interested in Kone.
Martinez claimed as recently as April that "the best is still to come" from Kone, 29, who joined Wigan from Spanish outfit Levante in August 2012.
"You always have ambitions as a footballer, and I don't intend to play in the English second division," declared Kone in The Sun.
"Wigan have gone down, which is a real shame. It's up to them to set out their stance about my situation. I aim to play for one of the best clubs in England, and I hope I will get the chance.
"I've had plenty of approaches, I can't reveal the names of the clubs. But Crystal Palace have gone up, and from the moment a club is in the Premier League that is good for me.
"I'm under contract with Wigan for two more years. But if there is an offer that is good for both me and Wigan I will seek to leave."