كتب : Omar Shoeb
"I have a strong desire to return to Portugal," Cajuda was quoted as saying by BBC Sports on Wednesday.
The 54-year-old boss, who joined Zamalek for a six-month spell in January, also revealed that he was considering offers from other clubs, alongside an offer from a first-division Portuguese club.
Zamalek have reportedly offered Cajuda a two-year contract extension after guiding the team to narrow the gap between them and city-rivals Ahli in the Egyptian league.
The Portuguese manager took over Zamalek after a series of devastating defeats to less experienced clubs, under the rule of former coach Farouk Gaafar, which ended with a 3-1 loss to Masri club.
Cajuda moved to Zamalek after coaching jobs with Portuguese clubs Belenenses, Sporting Braga, Uniao Leiria and Maritimo.