The striker netted twice in the final of the men's football tournament at London 2012 as El Tri sunk huge favourites Brazil to take home the gold medal.
And despite recently signing a new contract with his club, Santos Laguna, the 28-year-old has now expressed his desire to secure a transatlantic transfer.
"Europe suits me fine: England, Italy or Spain, there is plenty of choices," Peralta told La Gazzetta.
"I'm fine in Mexico, but our football is not the same showcase as the other major leagues. This experience can change your life, but I'm happy because with gave great joy to our country."
Peralta scored 28 goals in the top tier of Mexican football last season and netted four times as Mexico won their first gold in Olympic football.