The 46-year-old Portuguese is currently in his second season at the San Siro, having led the Blues to two Premier League titles during his Stamford Bridge tenure.
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He told The Times: "I want to build something.
"Clearly it is unrealistic to expect to stay at a club as long as Sir Alex Ferguson, but I am ready for the next phase of my career. I want to work with a different perspective.
"At Porto my objective was to win to earn the right to go abroad. At Chelsea my ambition was to create a bit of history.
"But I always knew Chelsea lacked the normal English culture of stability. I was never under any illusions.
"I understood the personality of (owner) Roman Abramovich and the culture of the people around him. I knew it was not a job for ten years.
"I love Inter and would love to build for the future here.
"In fact, I am doing it now, because I am not a selfish coach and I'm thinking about the future in terms of youth development and the age structure of my first team.
"But Italy is not the country for this. England is the country and my football is English football."