The Algeria attacker has been linked with Arsenal
Mahrez has lifted the league, Carabao Cup and FA Cup at the Sky Blues and has insisted he wants to continue on his journey at City.
But Mahrez told Oui Hustle: "What if I want to go higher? I do not see what is higher [than Manchester City ].
"To try another championship [elsewhere]? No. I really love England and English football is wonderful. I don't want to leave. I still have goals to pursue here.
"When you see Guardiola wants you, it's flattering. The acclimatisation here was not easy, but our relationship today, everyone knows [is great]."