The 22-year-old winger, one of the stars of Wales' Six Nations success, is out of contract at the end of the season and is reportedly attracting the interest of big-spending clubs in France.
Cuthbert's Blues' colleague Jamie Roberts last week revealed he will leave the Arms Park at the end of the season, and is likely to join Wales squad members James Hook, Mike Phillips, Luke Charteris and Gethin Jenkins in plying his trade across the Channel.
With Newport Gwent Dragons flanker Dan Lydiate and Ospreys fly-half Dan Biggar also reportedly closing in on moves to France, there are fears for the future of regional rugby if the current flow of talent out of the principality continues.
But Cuthbert, who rejected overtures from France before signing his current deal towards the end of last season, believes it is important young players remain in Wales, despite seeing his own region have a difficult start to the season.
He said: "I'm still developing and still have so much to learn.
"Being in the Wales environment helps a lot - working with Rob (Howley), Shaun (Edwards), Neil (Jenkins) and Warren (Gatland) is only going to further my development.
"The longer I'm in this environment, and the closer I am to it, is only going to be good for me."
And when asked if it was his preference to commit himself to the Blues, Cuthbert added: "Yeah, I think so. I will go with my own options but if I'm thinking like this, it would be (my first choice)."
Those words will be a major boost to Blues' chief executive Richard Holland, who had said keeping hold of the three-quarter was a priority.
Cuthbert said: "I'm still young, in only my second season, so I feel quite privileged to hear him to say something like that.
"I'm grateful to the Blues for giving me a chance. It's exciting times.
"We certainly have the money to get some more experienced and top-class players.
"We can build with the players we have at the squad - there are some top-class players at the club already - and also some good people coming through.
"Results aren't going the right way, but we are rebuilding and I knew it would take a couple of years. I know we have the players at the club - and the club are working hard to attract some top players, to get some more experience in the squad.
"From my point of view, the Blues are at quite an exciting point, the start of something that is going to get better."
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