"It's an honour though to be linked to a club with the proud history and stature of Celtic.
"I feel the sooner a deal is done the better for everybody concerned," added the lifelong Rangers fan from Kesh.
"It would be a dream to follow in the footsteps of Steven Davis and play for a club I've supported since I was a boy.
"I feel the sooner a deal is done the better for everybody concerned.
"I understand that it will be the club which agrees the best deal for Burnley that gets my signature and that may turn out to be Wolves.
"They are a huge club and if I moved there I feel I would have a great chance of fulfilling my dream of playing in the Premier League."
Burnley manager Owen Coyle said Lafferty's comments had come as a surprise.
"Kyle Lafferty is under contract at Burnley for two more years," said Coyle.
"He was in here every day with a big smile on his face and that was evident in his play.
"I spoke to him earlier today and he tells me he loves the club, but he is at that stage of his career where, if the right offer came along, he would want to move on.
"I can understand the disappointment that as a young lad, bigger clubs are coveting him, but they have never met our valuation of the player.
"When we come back in early July we will sit down and have a chat because it is unlikely anything will happen until then."
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