The 27-year-old has scored 17 goals for the Belgian champions this season, which has attracted interest from all over Europe.
However, if he was given the choice, the former Monaco forward admitted that it would be England he would chose to ply his trade in.
"I am very happy to leave the club on a good note, now I need to think about my next move," Mbokani said.
"England will be my first choice, but Italy also."
West Brom have been touted as potential suitors as they seek to replace the outgoing Romelu Lukaku up front, with Aston Villa, Everton, Sunderland and even Liverpool reportedly keen on securing the services of the African hitman.
But Mbokani insists nothing is done yet, and will keep his options open for when the summer transfer window opens.
"I will soon be there to have a talk with the club," he added.
"I heard about the interest of Liverpool, but nothing is concrete so far, it is paper talk."