The 26-year-old Uruguay international’s future has been a source of constant speculation in recent weeks, with both the Blues and Manchester City linked with a big-money move for the forward.
However, the Napoli striker has indicated that his first choice would be a switch to the Bernabéu.
“I am very calm about my future. Madrid are a great club and every player dreams of playing there,” Cavani told Cadena COPE.
“I am a Napoli player for now, though, and I am focused on the Confederations Cup.
“It is not only up to me what the clubs decide. There are other factors that must be taken into account. There’s a lot of talk about Madrid’s interest, so we will see what happens. Nobody has said anything officially.”
Cavani’s comments come after his father also said that his son would prefer a move to Real Madrid rather than Chelsea or Manchester City.
“Cavani’s intention is to play for Madrid,” Luis Cavani told Futboleros. “He is excited about it and is very willing to see it through.”
Cavani, who has 49 caps for Uruguay, scored 29 goals in 35 Serie A appearances last season.
MORE: Latest Man Utd news
MORE: Latest Arsenal news
MORE: The latest football news