The 22-year-old's Colombia side are now out of the World Cup, though the Monaco player scored in every round and left Brazil with 6 goals to his name.
"I've said in the past that I'd like to play in Spain one day," Rodriguez is quoted as saying by Astral Football, "because it is a league that is good technically, and where you get a lot of touches on the ball, which is my style.
"The Premier League is maybe a bit physical at this stage. But I am a Monaco player and I'm not thinking about anything like that at the moment."
Rodriguez, who has been linked to Real Madrid in recent weeks, joined Monaco from Porto for £38.5m last summer.