The 21-year-old's current deal with the club expires in 2014, although the club have initiated talks with their star player over a contract extension.
Neymar - who has been linked with Barcelona, Real Madrid and Bayern Munich in recent months - said on the Jo Soares chat show: "I have the dream of one day playing in Europe. Each player has his own time. Some go there when they're young, some wait a little more.
"My time is not here yet. When I realise that the right moment has arrived, I'll go to Europe.
"I don't have a preference for any specific club. I like them all. I have idols in all of those teams. Picking one [between Real Madrid and Barcelona], I don't have to. They are both great clubs. Bayern are a great club as well."
Neymar added that he feels no pressure ahead of next summer’s World Cup, in which all eyes will be on him should his form for Santos continue to sparkle in the new Brazilian season.
"I don't feel pressured. The World Cup is almost here and I dream about winning it. I don't think there's too much pressure. I just want to be in it and play well," he continued.
The attacker also admitted his delight at being compared with Brazil legend Pele, as well as Barca's Lionel Messi and Real Madrid's Cristiano Ronaldo.
Neymar added: "Being compared to Pele is a great honour. Pele, Ronaldo, Messi, Cristiano Ronaldo... There's no comparison to these players. They have reached a different level from all the others,"
"Cristiano Ronaldo is an excellent player, one of the best in the world. But, today, the best in the world in my opinion is Messi."