The former Netherlands international left AC Milan last summer after a decade with the club and hinted that he could return to the city one day, while keeping one eye on life after he hangs up his boots.
He told Sky Sport Italia: “When I left last summer, it was a ‘see you soon’ rather than a ‘goodbye’.
“It’s true, I’ve always thought that I could become a coach when the time came to end my playing career.”
The 36-year-old went on to express his belief that another former club of his, Real Madrid, are serious contenders to lift the Champions League this season.
"With Real Madrid I see a team that has been in great shape recently," he continued.
"Their recent results achieved against Manchester United and Barcelona have been great."I believe that Madrid always have the chance to win this tournament, they have many options. At this stage of the competition, every team needs some luck to win so we will see."