Felix, 19, has been the subject of transfer speculation after scoring 12 goals so far this season for the league leaders.
Manchester United, Real Madrid and Atletico Madrid have all been reported to be monitoring him but would have to meet a €120m release clause in his contract, which runs until 2023.
Felix told Marca: "I am not thinking about my future -- I only have thoughts for Benfica and helping my club to the league title. I cannot think of what everyone is saying around us.
"My dream has always been to play for the biggest clubs in Europe. Spain or England? I would prefer to play in Spain."
Felix praised countryman Ronaldo as an inspiration, and said he hoped to link up with him for the national team.
"Ronaldo has a phenomenal work rate," he said. "I am not close to him on a personal level, but I am very excited about the potential of playing with him [for Portugal].
"Everyone knows his story, how he has had to battle all the way.
"Now you can see this season the impact he is having at Juventus, and Real Madrid are suffering without him. They have not found his replacement."