The 25-year-old has spent two seasons at Southampton but has told the club that he wants to leave this summer and has subsequently been left out of the teams pre-season training camp in Austria.
Southampton are open to selling the midfielder but are demanding at least £18 million.
I am physically preparing myself at the training ground [at Southampton], with a few other players including Charlie Austin and Jordy Clasie, Lemina said in an interview with France Football.
I did not accompany the team after reaching an agreement with the coach [Ralph Hasenhuttl].
He wants to build his group with the players who want to stay at the club, so he left me out.
As early as last year, I had set my conditions – I wanted to go elsewhere this summer. I was also very frustrated by my injury that lasted four months so I really want to discover something else.
I stand by my plan, I decided to tell the leaders that I wanted to leave, there is no turning back.
There is a risk, of course, but I know what Im capable of, Im 100 per cent and Im going to prove that I can get back to my best.
Some clubs may be more cautious, but they already know me. Today I am fully recovered, Ive worked a lot. I am ready to move on.
Arsenal and Manchester United have both expressed their interest in signing Lemina and the midfielder has indicated that he would be happy to join either club, even though they are playing in the Europa League next season.
Asked if he would prefer to join a club in the Champions League, Lemina replied: Its a bonus.
If I have the opportunity to play this season, why not, but Im really trying to regain consistency, become an important player in a team with high goals.
I need to play. Thats really my priority. I want to show everyone what I can do.