The 24-year-old, who has been strongly linked with a move to England in recent weeks, has reportedly been watched by a number of European clubs this season.
"I am flattered by the interest of a good club like Middlesbrough," Sow told Sky Sports News.
"I just want to finish the season strongly and we will see, but I will take an opportunity to join the English League even if it is not the Premier League. I think the Championship is also the best second league in the world."
Sow has made 22 appearances for Mali.