The 27-year-old is out of contract after leaving Ligue 1 outfit Stade Rennais and is available on a free transfer.
He has been linked with Sam Allardyce's side, along with the likes of Newcastle, Stoke City, West Bromwich Albion, French outfit Saint-Etienne and Germans Hamburg.
M'Bengue said: "It is true that I have a little attraction to the English league and the German championship.
"But there is also the reality of the market, supply and demand. I'm not focused on these championships. If I have something that fits me where the offer is interesting, why not ... I am open to many things.
"Many clubs have approached me.Saint-Etienne asked me. There is also Sunderland, clubs in Turkey, Newcastle. I will leave it a little time but not too much." .