As things stand, the 29-year-old is on the books at Crystal Palace.
He claims to be happy in Premier League surroundings and is tied to a contract through to 2021.
Sakho does, however, boast strong ties to those at Parc des Princes.
A Paris native made his senior breakthrough with PSG, captaining the side at just 17 years of age, and cannot rule out a second spell with the club.
“I believe in PSG and the Champions League.
“Like many, I have no regrets in my life and in my career, except that my father did not have the chance to see what I could accomplish.”
He added on his future: “I like it [at Palace] but in life we do not know what tomorrow holds.”
Sakho is currently nursing his way back from a serious knee injury.
He is planning to rejoin the Palace fold for pre-season training over the summer.
His 2018-19 campaign has, however, been ended by a problem picked up against Leicester on February 23.
An unfortunate spell on the sidelines is preventing Sakho from catching the eye of club and international coaches.
A man with 29 caps for France to his name is hoping to earn recognition from Didier Deschamps at some stage in the future, but insists domestic football will remain his priority.
“But everyone who knows me knows that I am ambitious.
“The top target for any player is start in Ligue 2, Ligue 1, then the Champions League and the national team.”
Sakho made France’s preliminary squad list ahead of the 2018 World Cup, but was overlooked by Deschamps when a final 23-man selection was made.