"I think it's a dance or maybe I'm wrong," he told Spanish radio. "A dance that they do in the NBA."
Britain voted in a referendum on Thursday to leave the European Union in a move dubbed Brexit.
The 29-year-old Nolito, coming off a superb season with Celta Vigo, is playing in his first major tournament with the national team and started all three group games.
"In life you need to be brave and take decisions. I try to take the right decisions," he said when asked about a possible move to Manchester.
Spain play Italy on Monday in the last 16.
(Reporting by Adriana Garcia, editing by Ed Osmond)
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