Menez has enjoyed a breakout season so far this campaign with the Giallorossi.
On returning to Ligue 1, he admitted: "I guess it seems difficult to realize. I want to finish as high as possible and for now I'm good in Rome.
"In June I will have one more year of my contract, we will see what I can do.
"PSG is my favorite team, but playing for them is another matter."