The France international has impressed at St James' Park this season, prompting the club to issue a 'hands-off' warning amid reported interest from Arsene Wenger and Ligue 1 giants Paris Saint-Germain.
Sissoko underlined his commitment to Newcastle earlier in the week but has now revealed his plans to leave the club in the future as he looks to win the Champions League, preferably with favoured team Arsenal.
"The transfer market is open, so things can happen any day, but I am focused on Newcastle," he told Telefoot. "If anything should happen, it will. I hope I'll leave for a bigger club one day, but I don’t know when.
"England is my priority. If Wenger calls, I'll have a man-to-man discussion with him and then we'll see. Arsenal has always been the club of my heart.
"I hope I'll improve to win the Champions League one day. I don’t want to set limits to myself. I want to go higher. That's my goal."