The Uruguay international has been linked with a number of clubs this summer, including Manchester United and Liverpool.
"Football is a sport where confidence is everything. When a club wants you, calls you, they want to make you part of their project, they are looking for you," The Express quotes the striker as saying.
"In those moments, you feel confident. I am relaxed on what those can say about my work. Palermo, Napoli and PSG all gave me this confidence. A change of club does not solely depend on the wants of the player, there have to be different movements among clubs.
"I have a four year contract with Paris. The Premier League or the Bundesliga? I like them a lot but I am not used to constantly changing league. Germany, Spain, Italy and England have the best leagues. But France are progressing."
Cavani scored 16 goals in 25 Ligue 1 appearances last season.