The IBF featherweight champion returns to the ring against Adoni Gago at the O2 Arena on Saturday, having not fought in 11 months since beating Eric Hunter.
Selby saw a Las Vegas title defence cancelled in January and the non-title fight with Gago will mark the end of Selby's agreement with Matchroom.
"This is my last fight with Matchroom, after this I am a free agent," he said.
"I will have a contract with no-one.
"My advisor [Al Haymon] and my manager [Chris Sanigar] will be free to put me on shows anywhere in the world.
"Hopefully that will mean I fight in America more and in my home country."
Selby says he is targeting the biggest names in his division and would be keen to face Carl Frampton, with a third fight between Frampton and Santa Cruz now looking less likely.
"I want to be in the ring with all three of Carl Frampton, Leo Santa Cruz and Abner Mares, in any order, either defending my title or in unification fights," Selby explained.
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After a period of inactivity and the disappointment of a postponed fight, Selby is thrilled to be returning to the ring for a sold-out bill at the O2 Arena.
"I am looking forward to fighting, finally, but even saying that, I won't think the fight is definitely happening until I see him in the other corner of the ring," he said.
"I am looking forward to getting back in there, on the big stage.
"He's not been stopped, Gago, but I am just going in to get the win by any means, but if I can put one on him, I will.
"I don't expect inactivity to have any effect on my performance; I'm in the gym all the time, getting hours on the bag, sparring.
"I've had a look at him, but I don't like to study my opponents, I like to see their style and then adapt on the night."
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Welsh boxer Lee Selby says he is looking forward to boxing as a free agent as he chases big fights in 2017.