The 29-year-old, who has impressed in the Champions League this season, has reportedly attracted a host of European interest.
"I have tried things in Denmark and if I move abroad, that would make sense. But I will not move at any cost. It would be interesting for myself and my family, but I consider playing regularly to be more important than making lots of money," he told Sporten.dk.
"If I could choose, I would probably go down south (to Germany) as the game there suits my style. I have, however, always dreamt of playing in England."
Beckmann has made seven appearances for Denmark.