The Brazilian ace has been heavily linked with a move to the Premier League with north London rivals Arsenal also interested.
Malcom, 21, is braced to leave Bordeaux at the end of the season after revealing in January he had struck an agreement with the club to let him go in the summer to his preferred destination.
He has made it no secret that he is eyeing a move to a bigger club and it appears he has PSG in his sites.
Speaking to beIN SPORTS, he said: "PSG is the dream too.
"It's great [to play for] clubs that will always play at a high level; in the Champions League, winning the championship."
The versatile forward has scored nine goals and assisted six times in Ligue 1 this campaign.
And he added that he has already held talks with the French league leaders.
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Malcom revealed: "I know there were conversations,"
The player stirred speculation of a move to a London club when his agent posted a picture of himself in the capital.
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