The former Leeds star moved to the Ligue 1 club in 2011 after collecting the player of the year award at Elland Road, and the 25-year old has gone on to establish himself as a regular for both club and the Ivory Coast.
Gradel is currently sidelined with a knee injury he picked up in March and he says that his recovery is his main priority at the minute.
"I am being linked with a return to England but to be honest I am more interested in healing my injury," he told Sky Sports.
"I have been out now for four months - hopefully I will be OK in two months' time.
"It has been difficult for me not to help St Etienne to win the cup. I am part of the team but I was not there to play the final.
"We finished fifth as well so we will play in the Europa League," Gradel added.
"I love England but at the moment I like it here in France. Hull City and Cardiff are good teams but the Premier League will be tough for them, but they can surprise like Swansea."