The former Bayern Munich and Hamburg striker had been courted by a number of Premier League clubs earlier in the summer, although he was not told the extent of their interest
Goal reported at the start of August that Sunderland, West Ham and QPR had enquired about the Corinthians forward, who spent nine years in the Bundesliga with Bayern Munich and Hamburg.
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"I know there was interest from West Ham, I think they contacted Corinthians," he told Globoesporte. "I am aware of those two clubs. But I can't say more because I don't know the details.
"Which player doesn't want to return to Europe? They all do. But I remain focused, we have the objective of being champions, so I can't talk about anything else."
Guerrero joined Bayern from Allianza Lima in 2003 and went on to score 47 league goals with the Bavarians and Hamburg.
The 30-year-old moved back to South America with Brazilian giants Corinthians in 2012, and has scored five Serie A goals this season as Timao sit third.