The striker excelled in the Championship at Watford last season but struggled for first-team opportunities at The Hawthorns, and is now keen to avoid another temporary move
The 22-year-old has spent the last three seasons away from his parent club with Belgian side Club Brugge, Championship outfit Watford and finally West Brom.
Vydra scored 22 times while at Vicarage Road and managed three goals in nine starts during a turbulent season for the Premier League club - and is now keen to secure a move back to England.
"I am a Udinese player but I have spoken to my agent and he says there's interest in me in England and Germany," he told the CTK news agency.
"I said I had wanted to play in the Premier League and I have made that reality. Now I'm keen to stay there.
"The Premier League in England is my priority. Now it depends on whether the clubs reach an agreement and if the Udinese president lets me go."
Since joining Udinese in 2010, Czech Republic international Vydra is yet to make a start for the Serie A club.
The young striker is adamant another loan spell would not benefit him and is instead targeting a permanent move.
"I don't want another loan spell and to be jumping into a new town year in, year out and getting to know new team-mates and other people from the club," he added.
"It takes you months and then it's almost half of the season gone and you have another half to get some match practice.
"After all, it's better to sign a contract somewhere for four or five years. That's what I have in mind."