Speaking to BBC Radio 5Live, Eriksson said: "It's a dream for every manager going into the Premier League, it is the best league in the world."
Eriksson recently completed a short spell as Ivory Coast manager at the World Cup.
But the Swede failed to steer the Elephants out of the group and is now seeking his next employment.
"I have heard some rumours but there are absolutely no facts behind it," Eriksson added on the possibilty of joining Fulham as boss.