Del Piero - who became one of world football's biggest names during an outstanding 19-year stint at Juventus - swapped Turin for Sydney in 2012.
His two-year stay in the A-League has recently concluded and the 39-year-old says he wants to play on in a new destination.
Early reports have linked him with a switch to Japan or the United States, but Del Piero told newspaper L'Avvenire: "I haven't made a decision yet.
"It's not just the football that fascinates me, but also the project around it, the environment, the opportunity to build something important on and off the field, just as I did in Australia.
"My objective is to work not just for a club, but for an entire football movement.
"I certainly don't want to experience what I've already seen, but go for something new. That is my philosophy in life as well as in sport.
"I have many dreams left to fulfil and an interview is not long enough to list them all."
Del Piero did acknowledge he has missed life in Italy, hinting at a return to his home country once his playing days are over.
"It might seem banal, but it's true...being away from your country makes you appreciate it even more," he added.
"You realise everything we have that at times we don't value, but that is recognised and appreciated elsewhere in the world."
He also offered a view on the state of Italian football after Juventus were knocked out of the UEFA Europa League at the semi-final stage on Thursday.
Milan were the only Serie A outfit to reach the last 16 of the UEFA Champions League, in which they suffered a 5-1 hammering at the hands of finalists Atletico Madrid.
Serie A has come in for criticism as a result but Del Piero said: "As for Italian football, I am not one of those who have to criticise at all costs.
"There are problems, especially because some big champions preferred to go elsewhere, but we can get back on track.
"It already happened in the past. Off the field we need to look round and understand what has to be improved."
