Murillo currently plies his trade at Nottingham Forest who signed the 21-year-old for around £15m from Corinthians last summer.
The left-footed centre-back has since taken to the City Ground by storm and was named Forest's Player of the Season after playing an integral role in helping the club avoid relegation from the Premier League in 2023-24, making 32 league appearances.
Murillo still has four years remaining on his contract, but the defender's impressive performances are understood to have caught the eye of a number of top European clubs, including Chelsea and Juventus.
A recent report claims that Chelsea are making an attempt to convince Forest to cash in on Murillo this summer, but the Tricky Trees are said to want a fee in the region of £70m to part ways with the youngster.
Murillo confirms Chelsea interest
Juventus are the latest club who are believed to have asked Forest about the 'conditions' to sign Murillo, who has been identified as a potential alternative to Bologna's in-demand defender Riccardo Calafiori.
Murillo has now addressed the speculation surrounding his future, confirming that he is the subject of 'interest' from Chelsea as well as suggesting that he could use Forest as a stepping stone to join a bigger club.
Speaking on the Benja Me Mucho podcast, as quoted by the Metro, Murillo said: "I don't know if it's £70m, but I know there was a buzz of interest, so I don't know exactly how much the amount is, but I know there was interest.
"I had the dream of playing in the Premier League and I had that thought. I thought: 'I'll go to Nottingham Forest, have a good year and then I'll go to a big club'. I had that in my head."
Murillo open to joining Man City, Arsenal, Liverpool
Murillo has also named Manchester City, Arsenal and Liverpool as three other Premier League clubs he would be open to joining this summer.
Asked which other Premier League clubs he would like to play for, the Brazilian said: "I'd choose Manchester City, but it would be more difficult for me to be a regular starter given the players they have in their squad.
"There's City, Arsenal as well, who are fighting for the Premier League title. I wouldn't discard Liverpool either, it would be a good opportunity for me to show my football in a big club."
Murillo added: "We don't know anything for certain, the window opened last month so I'm going to return to Nottingham Forest for pre-season.
"There might be some discussions on whether I'll stay or not so there's a lot of things to happen still but I'm relaxed."
Forest are now under less pressure to sell players after generating the necessary funds from the sales of Moussa Niakhate and Orel Mangala by June 30 to avoid breaching the Premier League's Profit and Sustainability Rules.