The Foxes captain is a Premier League and FA Cup winner, but still feels there's more to achieve.
"It must be said that when I look back and one day I'm done, it's not having played enough Champions League, it gnaws at me and will always do so until it happens again," he told Discovery+.
"It is a complex situation, but I definitely think that before I stop, I must also try to play somewhere else.
"I'm very open. It does not have to be for money or anything. I have to choose it because it's the right thing to do, because it's a place that wants something.
"I'll never go to a place where I just have to enjoy life, I can not imagine.
"Right now I have everything I have ever dreamed of - but I still want more."
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