The Belgium midfielder, who signed a new long-term contract in November, has already been linked with Chelsea this summer but insists he is happy at Goodison Park.
However, the lure of continental competition, which Everton missed out on again this season, is a big draw for the 24-year-old.
"If I have got to go, I will go. If not, I repeat, I am at Everton," Fellaini told Belgian radio station RTBF.
"I am ambitious; I want to play in the Champions League or in the Europa League.
"Last season we finished seventh with Everton, and we were not able to qualify for Europe, which was a shame.
"If an ambitious club comes in for me? Why not, just to gain experience but I'm on vacation right now, I do not give [speculation] too much attention.
"Every year they say I'll be transferred to the left or right but I'm still at Everton.
"If it comes, I take, if it does not come, I stay at Everton, where I am happy, and where I still have a four-year contract.
"Everything goes fast in football. You can be transferred tomorrow, as you can be in one or two years."