Yes, the Soviet Union was indeed interested in an anti-German alliance with western powers. France and the USSR had an agreement to defend Czechoslovakia in case it was invaded. However, that agreement became obsolete after the Munich Conference in 1938. After than, the Soviets continued to talk to the French and the British who sent their representatives to Moscow. However the negotiations stalled in 1939. Britain wasn't really interested in allying itself with the USSR for political reasons, and its representatives didn't have the authority to sign agreements. The nail in the coffin was the fact that the USSR didn't have a border with Germany and would need to send troops through Poland if a war broke out. Poland adamantly refused to allow Soviet troops to pass through.

Seeing that an agreement with Britain and France wasn't going to happen, Stalin decided to play it differently and enter into an agreement with Germany instead to buy time.