Green has been looking at options including cross-border leagues, which have been on the agenda within UEFA, and securing entry to English football.
Green, who relaunched Rangers in the Irn-Bru Third Division last summer after the club was consigned to liquidation, told talkSPORT: "With what has happened to us in Scotland, I've had enough indications that Scottish football don't like or don't want Rangers, so I look at other options.
"There's been lots of press and lots of discussions. I have taken legal counsel, because let's really be clear - it is a breach of European competition law to deny Scottish clubs, not just Rangers, any clubs, the right to play in England. That is against European law.
"I don't believe that the authorities would stand back and try to ignore that position.
"You just explain to me why a Welsh club can play in the English league but a Scottish club can't."
Green, speaking on the Keys and Gray show, refused to answer directly when pressed several times on whether he had held talks with the Football Conference, whose clubs have discussed the issue.
Green said: "We are taking further legal advice. It is not the day to deal with that but I would be delighted to be the chief executive of Rangers that took them into the English league."
He added: "I don't believe that even if there was a will, it would be right for Rangers to go in at the top.
"There's no sporting integrity to do that and that's why we accepted going into the third division in Scotland.
"This club is proud. We don't want anyone to grant us any favours or any privileges."
Rangers are likely to remain in Scottish football in the near future at least and Green believes the issue of club finances needs to be addressed amid concern over Hearts and Dunfermline.
Hearts are still waiting to discover the full effect of Vladimir Romanov's financial collapse while Dunfermline have warned they face a battle for survival amid chronic cash flow problems.
Green said: "Believe me, no-one can ever recover like Rangers did. There is no-one else big enough and what Scottish football has to do now is help each club to survive.
"Without having other teams strong and financially sound, there won't be a league, and that's what we have to address now."
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