Fernando Alonso declined to give details and, when asked if he was talking to any teams about a comeback, smiled and said: "Always."
Lewis Hamilton approaches Thursday's Monaco Grand Prix opening practice in sombre mood, barely 48 hours after the death of Niki Lauda.
Fernando Alonso leaves Formula One with two titles, 32 race wins and boundless admirers for his talent.
Sainz, who in almost four years on the circuit has yet to feature on the podium, said he had been eyeing a seat at McLaren for a while.
McLaren were keen to keep the two-time World Champion in their ranks but he has now decided to leave F1 ahead of the 2019 campaign.
Red Bull will use Honda engines from the next Formula One season after agreeing an initial two-year deal.
The new car sports a changed livery from last year's design, with an all-orange bodywork and a blue front and rear wing.
Red Bull's Daniel Ricciardo and Max Verstappen topped free practice for the Singapore Grand Prix on Friday, as McLaren's move to dump engine supplier Honda triggered a wave of upheaval off the track.
Fernando Alonso is a two-time Formula 1 World Champion who currently races for British team McLaren.
Fernando Alonso could end up partnering Lewis Hamilton at Mercedes for the 2017 season of Formula 1.
Jenson Button, the 2009 champion, and Felipe Massa, who missed out on the 2008 title in dramatic circumstances after winning his home Brazilian Grand Prix, were both given warm farewells by their teams, friends and paddock regulars.
The former world champion announced on Thursday that Sunday's season-closing Abu Dhabi Grand Prix will be his last race in the sport.
Ron Dennis has a 25 percent stake in McLaren whilst Bahrain's Mumtalakat investment fund owns 50 percent and the remaining 25 percent is held by his long-time business partner Mansour Ojjeh.
McLaren said they would employ a three-driver strategy next season, with Jenson Button signing a two-year contract extension in an 'innovative role'
Lewis Hamilton made light of the difficulties faced in learning a new street track, but was one of a long list of drivers who went off the circuit and brushed the barriers on a day of accidents, incidents and car failures
Formula One announced at last week's Russian Grand Prix a deal to ensure all teams have access to an engine supply, with prices cut over three years and performance gaps reduced
Fernando Alonso suffered rib and chest injuries when he crashed in Melbourne in March and was forced to miss the Bahrain Grand Prix where Stoffel Vandoorne replaced him.
McLaren Honda had a good practice session in Bahrain, with Jenson Button finishing third and Stoffel Vandoorne, the rookie reserve driver, finishing in 11th position.