The Dutchman, who was targeted by Southampton during the summer transfer window, insists that he is happy with the Scottish champions.
"It's a compliment for me that the club wanted me to stay but I didn't say literally I want to leave. Never," Van Dijk told the Daily Record.
"If there was a chance to go and play Champions League somewhere else at that moment and it was a step forward then I might have considered it.
"But I never said, 'I want to leave now'. I am focused on Celtic and I am happy here."
However, Van Dijk was non-committal when asked whether he will still be at Celtic at the end of the season.