Nmecha spent last season on-loan with the Belgians and has declared he won't be returning next term.
"I had a fantastic year in Anderlecht," he told BILD. "But I have to move on."
The Germany U21 striker admits a move to the Bundesliga is something that interests him. Nmecha has a deal to 2022 with City.
He added: "A club in the Bundesliga would be a dream."