Lucio has stated his desire to leave Bayern Munich and move to Italy or Spain.
The Brazilian is under contract for two-and-a-half more years but he hopes an opportunity will arise before his deal expires.
Lucio would welcome any offers from abroad and believes Bayern may be willing to let him go.
"I intend to fulfil my contract through to 2010, but nevertheless I have always dreamed of Spain or Italy," the defender told Deutsche Welle.
"I would love to play there one day and maybe I'll be able to fulfil my dream a little earlier if I can reach an agreement with the club.
"In football one can talk about anything if goodwill is shown by both sides."
The former Bayer Leverkusen man insists there is no chance of him staying beyond the end of his contract.
"I will definitely be leaving Germany after my time in Munich," he commented.