The 31-year old Mali international has been handed just two substitute appearances in France's Ligue 1 this season and is frustrated with the situation at the Stade Municipal du Ray.
"Cleary I am annoyed," Bagayoko told L'Equipe.
"I am not in a group of 19 or 20 players. Even if there is an injury I am not certain to be involved.
"I don't feel part of the side at all. I am the seventh or eighth forward at the moment.
"I have propositions to consider, though, from the Persian Gulf, Greece, Turkey and the Championship.
"But I am in no rush to leave and putting me to one side won't push me out of the door."