The Mexico international has been impressing with his performances in the Dutch top flight and there is thought to have been interest from the Premier League ahead of the January window.
Arsenal are thought to be one of the interested clubs but Lozano has admitted if he was to leave Eindhoven it would be a dream of his to play at the Camp Nou alongside Argentina star Messi.
He told Marca: "I have always said that I loved the Premier League, but I also like the Spanish La Liga."
Lozano added: "With Messi, he is a great player. For me he is a phenomenon."