The 37-year-old Russian boxer told RIA Novosti he was involved in several projects not related to sports, which had led people to expect his retirement.
"I have a feeling that I failed to do something in professional boxing," Tszyu said, adding that he does not want to make any early decisions.
Tszyu said he intended to open a boxing school in Russia, in addition to his academy in Australia.
The boxer also said he intends to star in a screen production of Othello, set to begin filming in spring.
"This is both a physical and a moral job," he said. "I am a professional, and I like to do everything perfectly. I hope this project will be successful for me."
Tszyu said he was greatly interested in the project, and could appear in other movies in the future.