The 58-year-old has led the Partenopei to second and third-place finishes in his two seasons at the helm and won the 2017 Enzo Bearzot Award for the best Italian coach.
"I would like to [coach abroad]. If I had to choose now, Spain and France intrigue me," he told Corriere della Sera.
"We are a bit behind [in Italy]. Playing abroad is embarrassing in terms of the infrastructure.
"I cannot believe that here in Italy we don't have the money to improve what we work with.
"It is undeniable that our pitches are the worst. It's true that 98 per cent of players are annoyed at kicking off a match at 12.30 on Sunday."
Goalkeeper Pepe Reina has been linked with an exit from Stadio San Paolo, with Newcastle United reportedly interested in bringing him back to the Premier League.
Sarri has expressed his desire to keep hold of Reina and emphasised just how important he is to the club.
"When the rumours started circulating about him, many players called me up from their holiday time and asked for news," he said.
"That's when you realise how much of a reference point Pepe is for this group and also for me."