Cavani has regularly been linked with a move away from Napoli, with Premier League champions Manchester City reportedly chasing the Uruguayan as a replacement for Mario Balotelli.
The Serie A club have previously insisted that Cavani will only be sold if the €63million (£54m) release clause in his contract is met, with the latest speculation claiming Real are lining up a summer bid.
Arsenal have also been rumoured to be admirers of Cavani and, while the forward is happy at Napoli, he is keeping an open mind regarding his long-term future.
"I know nothing about Arsenal's interest," Cavani told Radio Onda Cero. "I have only heard about it now.
"My future? I have a contract for four years but in football you never know what to expect.
"Barcelona and Real Madrid are teams which stimulate the imagination. But I only think about the present.
"I'm living the highest point of my career with Napoli and I want to concentrate on fighting for the scudetto. Along with my team-mates, we want to give a dream for our people."