Antonio has been at West Ham since 2015 and is the club's record scorer in the Premier League with 58 goals.
Antonio still has 18 months left on his contract but is no longer a guaranteed starter under David Moyes, with Gianluca Scamacca and Danny Ings providing competition for places upfront.
The 32-year-old has five goals in 26 appearances across all competitions this season.
Antonio is attracting interest from the likes of Everton and Wolverhampton Wanderers but has not ruled out an exit.
Speaking on The Footballer's Football Podcast, the forward said: "Honestly, I've not ruled anything out. That's all I can say.
"Nothing has been ruled out. There are talks, so whatever happens, happens."
"I've been here for eight-and-a-half years now, become top goalscorer for the club and I've loved every moment of it," said Antonio.
"Every single moment is somewhere close to my heart and I'll always be looking out for it. I love the fans, I've loved my time at West Ham.
"It's just one of those things. I'm not saying goodbye, I'm saying basically, if it happens, it happens and if it doesn't, it doesn't.
"I won't be upset about staying and I'll definitely be upset if I leave because obviously I've enjoyed my time here, but football is football.
"Players move, players stay and eight-and-a-half years at one club, I would never have thought of it because before I came to West Ham the most I stayed at a club was two years.
"I've still got a year and a half here. I can't say I'm going because I've still got a year and a half left at the club."
