The former Liverpool boss was appointed on an interim basis following the sacking of Roberto Di Matteo but is expected to depart the club in the summer having failed to win over the club's supporters.
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"I like to win and challenge for trophies," he told reporters. "I like to stay in a top side. Why not in England?"
The Spaniard would not, however, be drawn on whether or not he would still be in charge when Chelsea face Manchester City on May 25 in the USA, preferring instead to focus on Thursday's Europa League clash with Rubin Kazan.
He continued: "I have a contract, I am really pleased with the contract. I will try and concentrate on Rubin Kazan and not think about the summer."
The Blues remain on course for an FA Cup and Europa League double, but are engaged in a hard-fought battle for Champions League qualification.