The 25-year-old is set to leave Lille in the summer on a free agent and has been linked with several clubs across Europe.
Both Man United and Liverpool are reportedly interest in a move for the Canada international, but they face competition from Barcelona.
Speaking on the the It's Called Soccer! Podcast, David admitted he preferred a move to Spain over England.
David said: "To be honest, I think I can adapt to every League. Every league has their differences. I think the Premier League is a lot faster and more physical than all the other leagues.
"But I grew up watching a lot of La Liga. I wouldn’t say that would be my preferred league, but I think that’s a league that I enjoyed watching the most… I think one day, I would like to play there. But will that happen? I don’t know. I’m not opposed to anything, and we’ll just see where the future takes us."
The striker has been prolific for Lille so far this season, scoring 23 goals and providing ten assists in his 41 games across all competitions.