The 60-times capped Republic of Ireland international has sparked interest from Sunderland, West Bromwich Albion and Aston Villa in the past and he was on the verge of joining Wigan Athletic in January.
McGeady said: "I don't want to spend another four or five years there.
"Nothing to do with being there but, as I've said before, I'd like to try somewhere else. Maybe England. It's not the easiest place to live. It's ok for me, I find it ok but it can be difficult for your family and that's obviously a big factor as well.
"It's been an eye-opening experience. It's been enjoyable, and it's been good for me. I can't say I have any regrets about it. I can't say anything bad about the Russian league, the team or the way I've been treated. It's been great."