The Brazil star said they are "maybe five clubs" in the world he would consider, and mentioned Barcelona, Real Madrid and Chelsea by name.
But there was no place for Manchester United. The Old Trafford side have been linked with the Santos forward, and were reportedly prepared to bid £38m during the summer, although both parties deny this was the case.
Sir Alex Ferguson missed out on Neymar's Brazil teammate Lucas Moura, and the Manchester United boss is unlikely to want to lose out twice.
Moura will join Paris St Germain in January, and Neymar has also said he would entertain an offer from the French side if it was forthcoming.
Speaking to The Sun, Neymar said: "It is very simple: if Barcelona are interested you listen, if Real Madrid are interested you listen, if Chelsea are interested you listen."
And the Brazil star confirmed new Chelsea signing Oscar is trying hard to convince him to join the Stamford Bridge side.
"Oscar messages me to tell me what a great club Chelsea is and what a great city London is," said Neymar.
Oscar made the move from Brazil in the summer, signing for Chelsea from Internacional for £25m, and the Blues playmaker is eager for Neymar to join him in west London.
Chelsea have a group of Brazilian stars at Stamford Bridge, including David Luiz, Oscar and Ramires, and they could help persuade Neymar to join the Blues.
But Manchester United are unlikely to let Neymar join a Premier League team without first exploring a bid themselves.
The Old Trafford side have a small Brazilian contingent of their own. Alongside the Da Silva twins, Manchester United have Brazil international Anderson and another Portuguese speaker in Nani.