The 26-year-old playmaker has been the subject of transfer speculation for some time now but the Argentina international remains in Belgium.
That could soon change if the player has his wish, although suitors Borussia Dortmund could have a battle on their hands as Biglia is eyeing a move to Italy.
"I want to leave Anderlecht in January," Biglia told tuttomercatoweb.com.
"I know there was contact with a German agent but let's see. My dream is to play in Italy as I have Italian origins.
"It could be a platform and then maybe I'd go to a team that I really like, such as Inter or AC Milan. My idol is Andrea Pirlo."