The 25-year-old, who has two international caps for Spain, has been linked with a number of European clubs in recent weeks.
"It always makes you proud when you are linked to such great clubs as Atletico," Capel told AS.
"I always want to continue growing and that is a great club. Now I do not know what will happen in the future, but any player would like to play there."
Capel joined Sporting from Sevilla in 2011.