The 19-year-old's performances in the Under-20 World Cup for Ghana this summer led to suggestions that a number of clubs were preparing a bid for his services.
Milan have been widely linked with a move for the winger, but Acheampong has suggested that he would favour a move to the Premier League.
"I am still an Anderlecht player. I am hearing positive reports about me and that clubs are interested in me. It makes me proud to be linked with great clubs such as AC Milan," Acheampong told reporters at a press conference.
"I want to play in England one day. I have heard a couple of teams from there watched me in the World Cup, so I hope I impressed them."
The teenager joined Anderlecht on a three-year deal in January.