"I won't be staying at Lyon, I know that for sure," the 28-year-old told BBC radio.
The right back, who helped England reach the women's World Cup semi-finals in France last year, has been linked to a move back to her former club Manchester City.
Lucy Bronze celebrates against Norway in the Women's World Cup at the Stade Oceane on June 27, 2019 in Le Havre, France
Image credit: Getty Images
Lyon are chasing a fifth consecutive Champions League title in a 10-day tournament starting in Spain on Friday and Bronze has signed a short-term extension to cover that after her original deal expired in June.
The French side play Bayern Munich in a quarter-final in Bilbao on Saturday.