The 20-year-old sensation has long been linked with moves to Spanish giants Real Madrid and Barcelona, but has repeatedly stated his commitment to his current club Santos.
Speaking on Saturday, Menezes praised the forward for remaining in Brazil, but believes playing in the country for much longer may go on to prove costly.
“With regards to his atmosphere and the sense of belonging, him staying in Brazil is great,” the 49-year-old told Globoesporte.
“But for a final development, for him to gain more respect, it would be important to play in Europe.
“Being there, there is no need for him to expose himself so much. The fact that he stayed in Brazil demanded contracts which took a lot of time to be drawn up.
“People see that he is exposed. You need to execute all three aspects well – training, eating and resting – in order to be fine.”
Neymar’s contract with Santos runs until 2014.
