The 27-year-old has enjoyed an impressive season, netting 17 goals, but he believes the time has arrived to leave the Belgium outfit.
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He told reporters: "I am very happy to leave the club on a good note, now I need to think about my next move.
"England will be my first choice, but Italy also. I will soon be there to have a talk with the club. I heard about the interest of Liverpool, but nothing is concrete so far, it is paper talk."
A number of English sides including West Brom, Aston Villa, and Sunderland have been linked with a move for the ex-Monaco man.