The Portuguese was often overlooked by Sir Alex Ferguson this season in favour of Antonio Valencia and Ashley Young on the wings, but he still has two years left on his deal
The Portuguese star signed for the club from Sporting Lisbon in 2007 and penned a new deal only two years ago, which still has an additional two years to run.
Discussions regarding a new contract appear to have hit deadlock and Nani is now weighing up his options.
"I have had five seasons at Manchester United and have won all the titles," Nani told Portuguese TV station RTP. "Now I am really happy but I don't know about my future. Now I will study opportunities. Football is not only about England or Spain. It is possible to enjoy success in other countries.
"My agent is waiting on news about United. We have presented a counter-offer and now we are waiting on an offer from the club."
It is believed that United still consider the 25-year-old to be a key part of their plans, and his remarks come less than a month after they surrendered their Premier League crown to Manchester City.
Nani also discussed the disappointment of losing out to rivals City at the death, while arguing that he and former United team-mate Cristiano Ronaldo can combine to devastating effect to help Portugal seal glory at Euro 2012.
He added: "It was a great pain to miss the Premier League title in the final minutes of the match. City were incredible with their luck. I can only hope that this Euro Championship is my Euro, and I am working hard for that with Portugal.
"My challenge is to be the best, be the No.1 and show that on the field. Myself and Cristiano make up two of the best wingers in the world and our statistics for our club show that."