There have been suggestions that the 30-year-old could reunite with Carlo Ancelotti at the Bernabeu, with Everton believed to be open to letting him leave this summer.
Rodriguez has called his time at the Bernabeu "a closed cycle", but the South American has suggested that he will be leaving Goodison Park before the end of the transfer window.
"I don't know what's going to happen. I don't know - I don't know where I'm going to play. You know that in football and in life you don't know anything, but all I know is that I've been training hard, preparing well, training for myself and that's it," Rodriguez said on a live Twitch stream.
'It's complicated. [I will play] wherever I'm wanted. Someone has to be at a place they're wanted... no, I don't think so (return to Real Madrid). That is a closed cycle which I won't repeat."
Rodriguez, who scored six times and registered nine assists in 26 appearances for Everton last season, only has a year left to run on his current deal, but the Merseyside giants have the option of a 12-month extension. body check tags ::