The AZ Alkmaar star has just returned from the World Cup finals, where he played in two of Mexico's games.
The 22-year-old has been linked with a move to England and he admits there is interest from Sunderland.
But he would rather move to Paris Saint-Germain, who are also said to be keen on securing his services.
"Nobody has approached to me in an official way yet but I must admit that I would like to change to another team next season," said Moreno.
"I don't know anything yet if there is a chance of being transferred, I haven't spoken with my agent, but I am calm.
"I know that the French press has been talking about me, but for saying the truth I don't know anything about if there is a negotiation.
"I have been told about Subderland and other teams, but for saying the truth I am not very interested in playing in England, most of all cause of the way of living they have. But Paris is Paris, that motivates me.
"But I am still in contract at AZ and I am happy there.
"Now I want to enjoy my family and charge my batteries because the beginning of a new season is very near."