The 21-year-old forward seems to have snubbed Manchester City, who were reportedly weighing up a £50m summer move for the Brazilian.
Barcelona remain the favourites to sign the Santos star, and Neymar name-checked the Catalan club when he listed off some of the big clubs he would be interested in moving to.
Speaking to Esporte Espetacular, Neymar said: "Who wouldn't dream about playing alongside Messi, Xavi and [Andres] Iniesta? They're all great players.
"I dream of playing in Europe, for a big club like Barcelona, Real Madrid and Chelsea.
"Yes, Barcelona [impress me the most], they have great players like Xavi, Iniesta, [Cesc] Fabregas and Dani Alves.
"[But] there's no point in speculating when I'll leave Santos. I'll leave when I want to.
"I don't know where I would fit in if I joined Barca but I know my place is at Santos right now."
The report claims Neymar has delivered a snub to Manchester City, as the defending Premier League champions were believed to be keen to bring him to the Etihad Stadium.
But while Neymar clearly favours a move to the Nou Camp, the news will also come as a boost to Real Madrid and Chelsea.
The report claims Barcelona have a pre-contract agreement in place with the forward, although it is not clear whether he will join this summer, or after the 2014 World Cup.
Despite the speculation, Neymar insists he will just continue to focus on playing football for Santos.
"I try to lay low and keep focused all the time," Neymar continued. "Some days things go my way, some days they don't. I can't be perfect every day."
His impressive performances for Santos and Brazil have led to comparisons with Leo Messi and Cristiano Ronaldo - Brazil legend Pele even suggested Neymar was superior.
But, for now, Neymar is just flattered to be mentioned in the same sentence as the La Liga superstars.
He said: "I don't know if I'll ever reach the level of Cristiano Ronaldo and Messi but if I do, I'll be more than happy.
"I don't have this goal of being better than this or that player, I always just want to better myself."