The Dutchman recently revealed he was close to securing a move to the Camp Nou in the recent transfer window, but there were rules preventing him from doing so.
Heading into the final year of his contract at Lyon, Depay admits he could be on his way out in three month's time.
"I'm 26 and my transfer will cost next to nothing," Depay told BN DeStem on Saturday.
"So we can expect that clubs will show an interest. It'll be January soon.
"We'll have to see how things are going. Not that I will definitely be leaving, but the possibility of clubs showing up soon is probably greater."
Depay, who played under Ronald Koeman with the Netherlands national team, was reportedly seen as a direct replacement for Luis Suarez.
4. Miralem Pjanic - Juventus to Barcelona (€60million)
10. Leroy Sane - Manchester City to Bayern Munich (€45million)
9. Nathan Ake - Bournemouth to Manchester City (€45.3million)
8. Mauro Icardi - Inter Milan to Paris Saint-Germain (€50million)
7. Ben Chilwell - Leicester City to Chelsea (€50million)
6. Timo Werner - RB Leipzig to Chelsea (€53million)
5. Alvaro Morata - Chelsea to Atletic Madrid (€56million)
3. Victor Osimhen - Lille to Napoli (€70million)
2. Arthur - Barcelona to Juventus (€72million)
1. Kai Havertz - Bayer Leverkusen to Chelsea (€80million)