After the club's UEFA Champions League elimination earlier this month, The 26-year-old resumed Ligue 1 action Friday night by netting a hat-trick in Lyon's 4-1 win over Dijon.
However, Depay has now cast doubt over his long-term future at the with his comments after Friday's win.
"I do not see the future, I do not know if I will do the full season here," Depay said, as per the Sun.
"I have been here for four years, I became captain. After you have to look at your career, there is no Champions League. At the moment I don't know.
"I'm really happy to have scored three goals today.
"It wasn't the best game I've played but we start the season with three points, and that's the most important thing."
When asked about the Barcelona links, he replied,"I'm focused on Lyon, I'm happy to be back.
"I haven't spoken to Koeman.
"I can dream about big clubs, we will see what will happen but for now I'm here."
