The Italy international has been strongly linked with a move away from Rome this summer and is a reported target of the Ligue 1 champions.
"Paris would be a great option for me," Candreva told French TV programme Telefoot. "They are one of Europe's great clubs.
"I'm very flattered by PSG's interest.
"We will see in the next few days what can happen with PSG."
Candreva, who is under contract with the Roman outfit until June 2018, has attracted the attention of several top European clubs, including Juventus, following an impressive season with Lazio.
The 27-year-old scored 12 goals and set up six others in 35 league appearances for the Biancoceleste this campaign.
Reports in Italy claim that Lazio, who failed to qualify for European football next season after finishing eighth in Serie A, would only be willing to listen to offers for Candreva that start at 30million euros.
Candreva is in Brazil preparing for the World Cup with Italy.