The 23-year-old, who began his career with Italian giants AC Milan but moved to France last year, has impressed in Ligue 1.
However, the Magpies face stiff competition for his signature as he is also reportedly being tracked by a number of other Premier League clubs, including Liverpool, Aston Villa and Sunderland.
The player has also spent time on loan at Dijon, Lille and Monaco and more recently represented Gabon at the 2012 Africa Cup of Nations and the London Olympics.
And Aubameyang told Sky Sports: "I am fine at the moment at St Etienne and if there is interest in me then I can only thank God for that.
"I really love the Premier League and hope to one day play in England, but there are other leagues in the world too, with good quality."