The 31-year-old, who scored 21 goals last season, has admitted that he is not happy with his situation at the big-spending Ligue 1 side after seeing his playing time reduced this term.
Nene has expressed his desire to return to his native homeland, Brazil, but, he is also assessing other options as he ponders his future.
"I want to return to Brazil as my children want me to come back home so that I can see them more often. I will be more noticed by the national team coach if I return home, but, the problem is that I also have to consider the future of my family," Nene was quoted by le 10 Sport.
"I still hesitate between the financial and competitive choice. AC Milan? I'm interested and Santos also. There are also several teams in Brazil, the United Arab Emirates, China. I think it will be settled in the next few days.
"My situation really hurts because of all the messages of support the PSG fans have given me. It's been a difficult situation. I'm not happy if I'm not playing.''A regular last season, Nene has made just a handful of appearances for the Parisians this campaign and expressed his disappointed at the lack of appreciation shown by the club, though, he refused to criticise his current boss, Carlo Ancelotti.
"It's true that I've been hurt, but I don't hold a grudge against anyone,'' he continued.
"It's a shame to have helped this club get to where it is and then not having many chances to show that I still have the same level as before. But that's the way things are, that's football, but it's true that I'm disgusted at not being able to do my job properly like before.
"We [Ancelotti and I] have a normal relationship, I respect him and we get on well," he added.
"Leo [Leonardo] had different opinions to me, I don't know if it's him or the club. I think I helped the club a lot to be where it is now ... I think I could have been shown more consideration.''
Botafogo director Sidnei Loureiro has revealed that his club were interested in Nene's signature, however, admitted the cost involved was too much.
"Nene is a great player who is good enough to play for the Brazilian team," Loureiro said.
"He should already been playing for the Selecao. It stirs the interest of many clubs here in Brazil today that he is available. We got in touch with his agent, but negotiations did not succeed because of financial values."
Loureiro's view was one shared by Internacional president Giovanni Luigi.
He said: "We have indeed considered the possibility of recruiting Nene this winter, but the cost was too high."