The Brazilian World Cup winner has been the subject of much transfer speculation for some time with most of the biggest names in European football reported to be interested in his services.
Speaking in Kicker, Lucio said: "I want to take the next step in my career and so it is better to leave Leverkusen now.
"Manchester, Milan, Juventus, Real and Barcelona - I would feel at home at these clubs. Bayern Munich are also a great club and I could imagine moving there."
Lucio's comments are likely to spark a scramble for his signature and although he is contracted at the BayArena until 2007, it is unlikely that Leverkusen will stand in his way in return for a hefty transfer fee.
Chelsea, Juventus and Real Madrid are just some of the clubs to have been closely linked with him in the past few months.
