The 26-year-old France international is keen to move on following Newcastle's relegation to the Championship in May.
Newcastle boss Rafa Benitez does not want to sell Sissoko and the Magpies will not entertain the idea unless they are offered £35m.
France Football magazine claims Arsenal, Liverpool, Tottenham, Borussia Dortmund, Hamburg, Juventus and Napoli are all interested.
Sissoko told the magazine he would prefer to play Premier League football again this season.
"My priority is to stay in England even if I'm not against going to search for a new challenge elsewhere," Sissoko said.
"I particularly want to play with big players and in top-level matches."
Sissoko is confident his performances at Euro 2016, where France were beaten 1-0 in the final by Portugal, will help in his quest to find a new club.
"I would give myself 10 out of 10," Sissoko said when asked how he would rate his contribution at the tournament."I don't feel that I'm superior to others but, from the moment where I've given everything, I'm not going to attribute myself another mark. I have nothing to reproach myself for in this competition."