The Senegal international has taken the Barclays Premier League by storm this season, scoring 15 goals and is the second top-scorer in the league behind Robin van Persie.
His form has attracted attention overseas, with free-spending PSG linked with a move for the 26-year-old.
And Ba has not ruled out a possible move to the French Ligue 1 giants - although he did try to calm Newcastle's nerves.
"Join PSG? Yeah, why not? It's possible," he told RMC. "I have always supported PSG. And it's an attractive club.
"But it will be difficult to do that in January. I'm in Newcastle and the fans like me. The transfer market will be closed when I return from the CAN [Africa Cup of Nations], so I won't focus on it.
"My first goal is the CAN and to enjoy a good result. I will then continue to play good matches with Newcastle. We undertook something, and I'd like to go all the way."
Ba joined Newcastle from West Ham in the summer of 2011.