The striker has been linked with a move to Newcastle following their sale of Demba Ba, but the Gabon international has revealed that he has also had contact with both Manchester United and Manchester City.
The forward also claims that Serie A side Fiorentina have shown significant interest in securing his signature.
"I want to leave with everyone happy," Aubameyang told French magazine Vert Foot.
"I will not leave in this January window.
"There is contact with the two Manchester clubs and also clubs in Italy, especially Fiorentina and another big Italian club."
Aubameyang has scored eight goals in Ligue 1 this season, helping his St Etienne side to a mid-table position.