Ongoing media reports this year have said the 6-foot-8 inch guard/forward will leave Cleveland when he becomes a free agent after next summer.
"I signed a contract in 2006 with an option," James told the newspaper at the launch of his new Nike Air Max LeBron VII sneakers in Akron. "It would make no sense for me to sign that contract if I didn't keep my options open. I'll let you fill in the blanks."
James, a six-year NBA veteran, led the Cavaliers to the Eastern Conference Finals last season with averages of 28.4 points, 7.6 rebounds and 7.2 assists in 81 contests.
His scoring average is 27.5 points in 472 games.
2014: The Year in Music [PHOTOS]