The Brazilian keeper has found first-team football limited at Loftus Road this season and is looking for a move to bolster his chances of playing for Brazil in this summer's World Cup.
"Cagliari? It's good living in Sardinia, as it's always sunny," Cesar told TMW.
"I would like it, but in all honesty no offer has arrived yet. I still don't know what I'll do in the second half of the season. At the moment I am concentrating only on training."
Cesar has won 77 caps for the Brazilian national side since making his debut in 2003.