The French international has struggled for first team football at the Parc de Princes this season, and has been linked with a move to both Premier League clubs with his contract set to expire in the summer.
But it seems the 26-year-old winger has his heart set on a return to Italy at the end of the season, where he spent three years with Roma before making the switch to the French capital in 2011.
“I had back surgery last summer and, when I was fit again, the coach made his choice,” Menez told Gazzetta dello Sport.
“(Former coach Carlo) Ancelotti was closer to his players – you felt important with him. Laurent Blanc has a different way of managing. I am a little misunderstood at PSG.
“I had a great time in Rome. I already speak the language. I know Serie A, I know everything about it. The adaptation would be easy.
“I am looking for a team that would make me rediscover the pleasure of playing football.
“Juve is a team that I really like – one of the best in Europe.
“It has a quality workforce, consisting solely of champions – including in my position. But competition does not scare me.”