The Portuguese winger came on as a second-half substitute in Real's 3-1 pre-season win over Japan's Jubilo Iwata and said later he felt unsettled about his future.
"My situation is strange," Figo told Reuters. "Of course, I just want to play football - hopefully with Real Madrid. But if I don't have chances here, I have to move."
European champions Liverpool and Inter Milan have been linked with the former world footballer of the year in the close season.
"Things with Liverpool have stopped ... but for me I'm happy that big clubs are interested in me. I just want to play football though," Figo said.
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Figo said he had heard nothing about a possible move during Real's pre-season tour of the United States and Asia.
"I'm here concentrating on Real Madrid and don't have any news about signing (for Inter)," the 32-year-old said. "I just want to try to make the most of the minutes I get."
Figo fell out with coach Vanderlei Luxemburgo after being consigned to the bench for the latter part of last season.
He played an important role in their 2002 European Champions League triumph and 2003 Spanish league title campaign.
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