Bendtner is on loan at Sunderland with a return to Arsenal looking unlikely after failing to win over the fans in North London.
"There are a lot of very strong players going to Russia, players who previously wouldn't have done so. I'm on loan at the moment but I'll look at all my options when the time comes," Bendtner told Reuters in an interview on Tuesday.
"In football, you can never say never."
"They play great football... they have a lot of good players, even if a lot of the ones that play in the [Russian] league aren't that well-known in Europe," he said.
Bendtner has scored three goals so far at Sunderland and is enjoying life under new manager Martin O'Neill.
"It's great, we have a new coach, we're winning and when you are winning everybody is interested in seeing you," he smiled.
Following the incident, Bendtner issued an apology to fans via a Danish newspaper in which he promised to "concentrate fully on football and only football" in the future.
Bendtner hopes that his image as a bad boy is changing, saying: "I think people probably realise that I'm a pretty nice guy."
"I always go into everything with the same attitude - to win. It doesn't matter what it is.
"First we need to try to concentrate on getting out of the group. After that, anything can happen," he said.
