The Gabon international has been in sensational form in the Bundesliga this season with 13 goals in 10 appearances, making him the top goalscorer in the league ahead of Robert Lewandowski.
Dortmund recently tied Aubameyang down to a new contract at Signal Iduna Park until 2020, but the 26-year-old says he would like to test himself in Spain later in his career, the country of his mother's birth.
"One day I'll leave to play in another league," he told BBC World Service. "My dream is to play in Spain.
"After that contract I have this dream to play in Spain. I hope that will happen but when? I don't know.
"Lots of people think that the Premier League would good for me but my mum is Spanish and I really have that dream to play over there.
"After that maybe one day the Premier League but for the moment I aim to one day play in Spain."