The Dutch forward will become a free agent this summer as he has been heavily linked with a move to the Blaugrana since last summer.
The former Manchester United winger had a spectacular season with Lyon as he has contributed 20 goals and 10 assists in his 36 league appearances for the French giants as they were among the Ligue 1 title contenders this season.
However, 4 points clear of the top of the table, Olympique Lyonnais’ final league game against Nice will not affect the Ligue 1 title.
The highly-rated Dutch forward emerged as among priorities for Barcelona since his former Netherland boss, Ronald Koeman, took the helm of the club last summer. However, no deal was done then or in the winter window.
On his future, Depay toldL'Equipe
: "Barcelona has shown interest in me, but they are not the only ones who have been interested. At the moment, nothing has been done with any team."
The 27-year-old insists all that matters for him now is the Netherlands’ upcoming Euro 2020 tournament.
"First I want to focus on the Euro," Depay said. "The decision regarding my future deserves a time of reflection. I would not have liked not to end my contract at Lyon. Right now I enjoy my freedom and football."
After an unsuccessful spell at Manchester United, Depay joined Lyon in 2017 for a $17.60m deal and went on to register 76 goals and 53 assists in his 177 Lyon appearances.
"It [Lyon] will be in my heart, a part of my life. I thought about adding a tattoo: a souvenir or a date. Coming here was a great decision," Depay added. "People would say to me: ‘Why are you leaving Manchester United? A new coach will arrive, you in the biggest club in the world.’
"In their place, I would have been sad to see a player wasting good years by staying at a big club and playing too little. There, I lost my joy, and my football. Here, I found them."