The 31-year-old has been continually linked with Italian league-leaders Juventus, among others, but speculation about a big-money transfer to rich Russian club Anzhi Makhachkala has also been reported.
However, the Serbian has refused to deny the claims, saying he is not sure what his future holds.
He told Corriere dello Sport: "My future in Italy? Who knows? In the past I was close to Fiorentina and Parma.
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"Juventus and Milan have the quality to compete for Champions League."
Vidic has been plagued by injury in recent seasons and has missed the last two months following knee surgery but is due to return to Premier League action against Sunderland on Saturday.
United are currently six points clear at the top of the table, after a win at Manchester City on Sunday, but the defender is refusing to get carried away adding: "I don't know if Manchester United is the favourite club to win Premier League."
One player who failed to live up to the billing of the Manchester derby was City forward Mario Balotelli. The Italian was replaced before the hour mark after a less-than-inspiring display.
But Vidic thinks the controversial attacker has all the attributes needed to be a world-class player, but hinted that he may need a change of attitude.
"Balotelli may become a top player," he added. "It all depends on him."