Marseille sit top of the table after 15 games in Ligue 1, with the France international playing a large part in their rise to the summit with 11 goals – making him the division's top scorer.
Gignac is into his fifth season with the club and has suggested he may choose to leave for a new challenge at the end of the campaign.
However, the 28-year-old admits head coach Bielsa, who is on a rolling one-year contract at the Stade Velodrome, could convince him to sign fresh terms.
"As a child I wanted to become a professional and play for Marseille," he told Gazzetta dello Sport.
"But now I think I'll be leaving the team at the end of the season, though I want to see what Bielsa is going to do. I am looking for new, high-profile challenges.
"I live for football, I follow all the great leagues, even the Russian and Turkish ones.
"I will consider every proposal with the attention and the requirement transmitted to me by Bielsa's teachings."