The 19-year-old has enjoyed a productive season in Serie A for Bologna, scoring five goals and registering one assist from 36 league appearances at left-back.
As a result of his fine form, Hickey earned his first call up to the senior Scotland side back in March, earning his first cap in the 1-1 draw with Poland at Hampden Park.
Such impressive performances over the last 12 months has seen the interest in Hickey's services increase ahead of the upcoming transfer window, and the defender has addressed the speculation during an interview.
Speaking to Sky Sports, the youngster said: "I might want to challenge myself somewhere else and have a different experience, but who knows the future.
"I do see a lot of talk. It's nice to know there's interest from other clubs, it gives you some confidence. But you just keep your head down and focus on football.
"It's been really good here. As I said, who knows I might want to have a new challenge, but I probably wouldn't mind coming here every day to be honest."
Hickey is said to be valued at around £20m by his current club Bologna, and has been heavily linked with a move to Arsenal and Newcastle in recent weeks, whilst the likes of Brentford, Tottenham Hotspur and AC Milan have also been credited with an interest in acquiring his signature.