The 37-year-old former Ivory Coast forward played his final game for Chelsea when the Premier League champions beat Sunderland 3-1 at Stamford Bridge on Sunday.
He told the Daily Telegraph: “There are some really fantastic teams in the Premier League but my love for this club. I can’t share it with another English team.
“Since I put the news I am leaving Chelsea on social media, I was in the dressing-room and I was receiving some calls from teams which is really unusual.
“It showed that maybe I can still bring something to a team. Of course I’m interested in the USA. Now I’m going to have a few days and weeks to think about what is good for me next but all I want is to play.”
His former Chelsea team-mate Lampard, who was on loan with Manchester City this season, is about to start a new career with New York City FC. Gerrard played his last game for Liverpool on Sunday before joining the Los Angeles Galaxy.
Drogba re-signed for Chelsea last year after leaving in 2012 following a highly successful eight-year spell with the London club.
The Ivorian has won four Premier League titles with Chelsea, three League Cups, four FA Cups and the Champions League and was voted the club’s greatest-ever player by supporters in 2012.