The striker has failed to cement his place as a regular starter in Roberto Mancini's side but has dismissed suggestions that he would consider leaving the Premier League champions.
Dzeko said: "Every time I see a paper, for what seems like a year or more there is a story saying that I am leaving City, or that I want to go.
"But I've never said that so the stories don't come from me. I've always wanted to stay at City and fight for my place.
"My motto has always been'Never give up'."
The 26-year-old has scored four goals this season.