The Belgian midfield ace only signed a new long-term deal with Everton last season, but in recent weeks European champions Chelsea and Spanish giants Real Madrid have been linked.
Fellaini insists that he is happy at Everton but admits he is ambitious.
"If I gotta go, I will go, if not, I repeat, I am at Everton," he told Belgian radio RTBF.
"I am ambitious; I want to play in the Champions League or in the Europa League. Last season we finished seventh with Everton, and we were not able to qualify us for Europe which was a shame.
"If an ambitious club comes in for me? Why not, just to gain experience but I'm on vacation right now, I do not give [speculation] too much attention.
"Every year they say I'll be transferred to the left or right. But I'm still at Everton!
"If it comes, I take, if it does not come, I stay at Everton, where I am happy, and where I still have a four-year contract.
"Everything goes fast in football. You can be transferred tomorrow, as you can be in one or two years. For now, I'm on vacation, I try to arrive fresh at the start of next season. If there are any concrete offers yet? If this is the case, I am not aware."
Chelsea are one of the clubs linked to Fellaini and he admits he would be at home at Stamford Bridge due to the number of Belgians already there.
"They talked about me in Chelsea? If I had to go there, I would have several friends - Hazard, Lukaku, De Bruyne, Courtois ... There are many Belgians! It's good for the national team."
Fellaini says he is happy to see Eden Hazard move to the Premier League.
"Eden Hazard to Chelsea? It's his choice, I think he would have played in every major English club because he is quality," he said.
"He is a talent, and he knows it, I think Chelsea has not cheated on him. Will there be less competition in Chelsea as Manchester United or City? In a big club, there is always competition."
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