The 21-year-old will reportedly be available this summer for a fee of around £20 million with Liverpool, Man City, and Tottenham all interested.
Cherki has established himself as one of the most exciting attacking prospects in Europe this season, scoring 12 goals and providing 19 assists in his 43 games across all competitions.
Still, Lyon will likely be forced to sell in the summer due to their ongoing financial issues, and the winger may have hinted where he sees his future.
While attending the Ligue 1's Team of the Season at the annual ceremony, Cherki was asked whether he would like to play with his PSG players who were also honoured.
"Yes, absolutely," he said "I know them all. Ousmane (Dembele) and Bradley (Barclola) are good friends of mine. When you have good chemistry on the pitch, it shows off the pitch too."
Asked if he was dropping hints about a move to PSG, Cherki smiled and simply said, "I don't know".