The 34-year-old’s contract at Los Merengues is due to expire at the end of June, with the club having already confirmed that they will not offer him a new deal.
Reports have linked the veteran centre-back, who is on international duty with Portugal at the Confederations Cup, with ambitious Ligue 1 outfit Paris Saint-Germain, but he remained coy when asked where he will play his football next term.
“My future is the national team,” Pepe told a news conference in Russia, according to EuroSport.
“I don’t have a contract at the moment, but I just want to make the most of the national team and the chance to succeed in the Confederations Cup.
“We work towards these objectives to bring happiness to our people. Everyone is committed to taking the name of Portugal as far as we can.”