Balotelli is in advanced negotiations with Manchester City, but there were reportedly hold-ups in the £30m transfer due to his wage demands.
"I already know where I'm going, but I don't want to say. I know what will happen, but I won't necessarily leave," the 19-year-old told Sky Sport Italia 24.
He was returning from his senior international debut, a 1-0 defeat to the Ivory Coast at Upton Park.
"I was very excited, especially during the anthem. I can't explain why, but I couldn't even sing it, which for me is very strange. During the game the nerves passed and once you start playing, it all goes back to normal.
"When you play for your country, it is a joy that cannot be compared to anything else."