The 42-year-old has had coaching stints at Chelsea, Paris Saint-Germain and Blackburn Rovers, but more recently has been linked with the vacancy at West Bromwich Albion.
"I feel management is going to be in the near future but at the moment I'm really enjoying my time here in Madrid," Clement told BBC Radio 5 live.
"I certainly think in the near future, possibly the next job, I would like to do that. I have an ambition to do that."
Clement was part of the coaching staff that helped guide Real to Champions League glory last weekend.