The Daily Mail says CSKA Moscow are interested in the £4.5million-rated Algeria left-back, but a thigh injury will keep him out beyond the April 8 transfer deadline in Russia.
Belhadj is also far from thrilled by the prospect of playing in Moscow and admits that staying in England or moving to Spain would be more attractive.
"If it wasn't for the injury I would have left already," said the 27-year-old. "Right now I prefer to stay here and rehabilitate before the World Cup.
"My agent is in charge of this. I'd like to play in Spain or England, but I don't want to talk too much about this."