The Sporting Lisbon winger has been strongly linked with a move to the Vicente Calderon after another impressive campaign in Portugal.
"It always makes you proud when you are linked to such great clubs as Atletico," Capel told AS.
"I always want to continue growing and that is a great club.
"Now I do not know what will happen in the future, but any player would like to play there."
Capel was linked with a move to England when he was with Sevilla as Tottenham and Arsenal showed interest, but he instead joined Sporting in 2011.
"It has been another good year for me in Portugal, but now I am disconnected from it all in Ibiza," he added.