Cavani, who scored against the Blues for Napoli in the UEFA Champions League last year, reportedly has a £53m buy-out clause, but that hasn't stopped him from being linked with Chelsea, Manchester City and Paris St-Germain.
The Uruguay international is currently preparing for the Confederations Cup in Brazil, where he discussed his future.
When asked about the interest of Chelsea and Manchester City, he said: "I don't know if they made an offer for me, I just know that to be coached by someone like Manuel Pellegrini or Jose Mourinho would always be a pleasure.
"And when the time is right it would be great to play for one of these teams, because when I was a child I imagined doing it - but now I am only thinking about Uruguay. In my career I have always had to deal with rumours of me signing for another team and I just have to keep my feet on the ground."
Cavani also talked about working with new Napoli manager Rafa Benitez.
"I don't know, I think there are other factors that could change my future. I have a contract with Napoli but on the other hand there are some conversations but everything is uncertain at the moment," he continued.
"What I know is that I belong to Napoli, that I'm thinking about my national team because we have a very difficult qualifying game and we also have a difficult tournament [Confederations Cup] to deal with and after all these commitments I'll think about what is going to happen."
Cavani was also asked about his international team-mate Luis Suarez, who is looking to quit Liverpool and the Premier League.
"It depends on many things. I think that English football fits him very well because it is the kind of play that he likes but at the end it is about a personal decision," he said.
He also defended Suarez, who is currently banned in England for biting Chelsea's Branislav Ivanovic.
"These things happen in life when you are on the pitch you are really excited and you have to deal with some situations you are not used to," he said.
"It's not fair to judge a person for one thing on the pitch when there is a match going on and you are extra excited and sometimes you make a mistake.
"The most important thing is that he has recognised he has made a mistake.
"He is the only person who knows where he will play, I don't know what my future will be so I can only guess about another people."