The defender wants to remain at Parc des Princes but has admitted that he does not know if he is in new coach Laurent Blanc's plans yet.
Carlo Ancelotti left Parc des Princes for Real Madrid in late June and was replaced by former France coach Laurent Blanc.
Alex, 31, is keen to remain at the Ligue 1 champion but accepts that whether he will remain with the Parisiens is down to the French club and the new head trainer.
"I do not know for sure if I'll stay," he told L'Equipe. "After all, it depends on the club, which I have not yet spoken to. But I want to stay.
"I have another year of contract and of course I want to stay at PSG. I have many friends here and I want to continue to play here."
Edinson Cavani has been heavily linked with a move to the capital-based club and Alex believes such a signing would help boost its chances in Europe's top competition, where it was beaten by Barcelona in the quarterfinals last campaign.
"It is a good thing for the team [to be linked with buying Cavani], if we want to have a good run in the Champions League," he added.
"We saw last season that it is not easy to win. So if we want to succeed, this type of player will help us."