According to Malone, teammate John Stockton and coach Jerry Sloan plan to retire after next season.
And Malone told Salt Lake City television station KSTU he doesn't want to end his stellar career on a team under construction.
"I've been involved in the so-called rebuilding process, when I got here," Malone said in an interview broadcast Friday night. "I don't want to go through it again, I really don't.
"I'm not bitter about it at all. I understand it. But when that situation comes up, you have to look at your options."
Malone's agent, Dwight Manley, didn't immediately return telephone messages left by The Associated Press.
Malone, 36, is a two-time league MVP who has played 15 NBA seasons, all with the Jazz. Last August, after signing a four-year, $67 million contract, he said he planned to end his career in Utah.
But Malone told KSTU that Stockton plans to retire when his $11 million-a-year contract expires after next season. Malone also said: "from what they tell me, from what I'm hearing ... this is going to be coach Sloan's last year."
The three have been together since Malone's rookie season in 1985-86. Stockton, now 38, was in his second year and Sloan was an assistant to then-coach Frank Layden.
Malone doesn't want to play for the Jazz without the other two.
"That's a situation I don't want to be in," he said, adding that he doesn't plan to retire after next season.
One possibility is a trade that would send Malone to a title contender, a demand he has made before.
"I can still play," he said.
A Jazz spokesman said owner Larry Miller was aware of Malone's interview. The spokesman wouldn't comment further.
Last week, Utah drafted 19-year-old DeShawn Stevenson, who just finished high school in Fresno, Calif.
Malone said the choice of Stevenson indicates the team is thinking more about its long-term future than challenging for the NBA title next season.
"He looks like a great talent, but unless he's Superman, you don't come into the league and take it by storm," Malone said. "It takes a year or two."
Malone said he wasn't consulted about which player to draft, claiming it was "the first time in a while" Jazz executives had not asked his opinion before the draft.
©2000 The Associated Press. All Rights Reserved. This material may not be published, broadcast, rewritten, or redistributed