The Napoli striker is currently away with Uruguay at the Confederations Cup in Brazil.
Cavani has been linked in recent weeks with Real Madrid, Chelsea, Manchester City, Paris Saint-Germain and Monaco.
But speaking at a media event at the Confederations Cup, he stressed that there is nothing to announce just yet.
Cavani told Globo Esporte: "Everyone wants to play for the biggest clubs in the world, clubs with a lot of tradition.
"But nobody knows my future, I don't know anything. I only know that I am a Napoli player. The truth is that there is nothing concrete, nothing official."
Uruguay take on Nigeria in the tournament on Thursday.