Director David Cronenberg attempted to revive the franchise in 2011, but 20th Century Fox passed on the project.
An earlier sequel starring Eric Stoltz was critically panned in 1989, but Goldblum said he would like to see a new version created by Cronenberg.
He told the BBC "new technology" would allow the director to "do whatever he wants to with some other Fly story".
"It was kind of primitive back in '86/'87 - I'd be interested in seeing it."
Goldblum starred as scientist Seth Brundle in The Fly, who turns into a giant insect after one of his experiments goes terribly wrong.
The 1989 sequel saw Stoltz as Brundle's son searching for a cure to his mutated genes.
'Budget problem'
Cronenberg, who was not part of the second film, first talked about writing a new version of the film back in 2009 and confirmed in 2011 he had written a script.
Shortly after, he revealed 20th Century Fox was not interested and later explained it was "a budget problem".
Goldblum said he was keen to team up with Cronenberg again, as he "was satisfied with the very nourishing collaboration we had, but it would be dreamy to work with him".
"I'd like to see anything he did really," he said.
The actor is currently starring in another sequel, Independence Day: Resurgence, which picks up 20 years after the blockbuster hit.
It sees Goldblum reprise his role as David Levinson, who is now in charge of Earth's space defences following the alien invasion of the first film.
Liam Hemsworth also stars in the movie, with many of the original's cast returning including Bill Pullman, Vivica Fox and Brent Spiner.
Independence Day took more than $800m (Â£545.6m) globally when it was released in 1996, but Goldblum said the new film was not an attempt to cash in on that success.
"All the creators were highly respectful of the audience that enjoyed the first one so much and shelled out their hard-earned money," he said.
"I don't think they wanted to do something just to exploit that interest and make them buy another ticket - I think they really wanted to satisfy them and felt a responsibility.
"I know [director] Roland [Emmerich] was not particularly excited about sequels in general.
"The first one was meant to be a stand-alone movie and he brought himself around to be passionate about it for its own reason - but not because it's a sequel.
"He tried to be as creative and original as he could."
Independence Day: Resurgence is released in UK cinemas on 23 June.
Film star Jeff Goldblum has said he would be interested in another sequel to his hit 1986 horror movie The Fly.