The Brazilian star is hoping to secure a switch to a high-profile club to boost his chances of playing regular football for his country.
"I've already made it clear to everyone. I want to go, I want to reach new goals," The Sun quotes Willian as saying.
"My mission here in Donetsk is accomplished but I have to remain playing at a high level because I need to show up at a big club to be called up for the national team.
"If I were playing in a bigger league the same way as I've played here, I would have more chances for Brazil. To play in the World Cup in Brazil is my dream and it is only going to happen if I move."
Willian, who impressed during Shakhtar's 2-1 victory over Chelsea in the Champions League, was recently linked with a move to Tottenham Hotspur.