The Brazil international has developed into one of the Champions League hopefuls' star performers since joining Shakhtar in the summer of 2007, thus earning him the interest of some of Europe's finest.
Chelsea and Tottenham have long been linked with a bid to sign him, but a transfer materialised due to the Donetsk's side reluctance to sell.
"I was quite upset about what happened at the time, because big clubs like Chelsea and Tottenham were interested in securing my services," Willian told Goal.com.
He added, "Every player dreams of playing in the Premier League. It's in the past now, though. I'm calm and doing my utmost out there on the pitch."
However, the 24-year-old has made it clear that his current club are well aware of his desire to move to a bigger league at some point.
"I don't feel any pressure as I have met with the Shakhtar board and they are aware of my desire to move to a big club in Italy, Spain or England. I have two more years to go on my contract here and will continue to give my best.
He added, "Chelsea are a great club and won the Champions League. Tottenham are a big club as well, and have a good coach in Andre Villas-Boas.
"They are two clubs with tradition. I'm still with Shakhtar for now, though. The transfer window is open for a few more days, but there are no offers it seems.
"You always keep hoping, but I'm focused on Shakhtar and want to do well in the Champions League. The board knows what I want, so there's no need to keep on talking about it."