"I want to discover something else, to put myself under pressure and to gain a level," he told L'Equipe (h/t Alex Richards of the Daily Mirror).
As Richards noted, Arsenal have been strongly linked with a move for the player, although it's anticipated he will join Atletico.
When asked about potentially linking up with compatriot Antoine Griezmann in La Liga, Lacazette admitted he was excited by the prospect.
"Yes, it would be a beautiful story if we could go on [to play] together," he said of Griezmann. "It is a great team, in a new stadium, and it is also a club that makes the players progress."
During his time in Ligue 1, Lacazette has established himself as one of the best forwards on the continent. Here is a glimpse at what he can offer:
In previous seasons, Lacazette's goals have been enough to help fire Lyon into the UEFA Champions League, although with the club set to miss out on qualification for Europe's elite club competition, it's no surprise the 25-year-old is considering a new challenge.
Whichever club lands Lacazette would be getting a tremendous forward. The Frenchman is exhilarating to watch, as he can drop off the front, out wide and drive at defenders with the ball. Additionally, his movement off the shoulder of defenders is razor-sharp.
Crucially, as noted by WhoScored.com, Lacazette is also ruthless when chances do come his way:
The prospect of him linking up with someone like Griezmann is exciting for those who watch Atleti.
Kevin Gameiro hasn't convinced since his arrival at Los Colchoneros last summer, while Fernando Torres is an impact option at best. Another dynamic, prolific and industrious player at the point of the attack would make a huge difference to Diego Simeone's side.
However, according to Kieran Canning of AFP, there's still a chance the switch may not go through:
If the transfer falls through, Arsenal may yet get the striker. Although Alexis Sanchez has thrived in an advanced role this season, the Gunners still lack a natural, world-class No. 9 in their squad.
Lacazette may not quite be at that standard yet. But playing alongside better players and under a savvier coach could harness his tremendous attributes to even more devastating effect.