And the 19-year old Belgian also revealed how he was close to joining Chelsea in the summer.
"I could have gone last June, but I was not ready to make that big leap," he said.
"Recently the press have been writing about interest from Liverpool, and it is nice to hear your name being mentioned everywhere, especially with the best teams in the world.
"If I do leave at the end of the season, I don't want to go somewhere where I will be on the bench. I am young, not 20 until next month, and it will be difficult to break through in a team like Real, where Ronaldo and Kaka will be my competitors. But there are teams like Arsenal, where youngsters can grow more easily into the first team and make their mark.
"I will not leave for another French club, because, with more or less 100 first division matches under my belt for Lille, I don't think I have to prove my qualities for a team in the same league. I am feeling stronger now and better equipped for the challenge of playing at a higher level."