The 31-year-old, who scored 21 goals in Ligue 1 last season, said that he would like to return to his homeland in order to be closer to his family.
"I want to be closer to my children," Nene told Brazilian website UOL.
"Football in Brazil has evolved. It has the right conditions to make players better.
"[People] say I'm a wandering soul, but I only consider what is best for my career and my life."
Nene has played for nine different clubs during his career.