The French winger has scored 10 goals in 37 Ligue 1 appearances to reportedly attract interest from the likes of Arsenal, Tottenham Hotspur and Inter Milan.
Inter failed with an approach for the 21-year-old in the summer, but Thauvin has insisted that he never thought about leaving the club and is satisfied with Marseille's strong intent not to sell him.
"The president had contact with Inter, but I don't know exactly what happened," he told Marseille's official website.
"Things were clear for the president and me: my departure was out of the question, so honestly I haven't studied the offer.
"It's flattering and Inter are a big club, but I am a Marseille player and they are a big club too. Here I feel really good."
Thauvin has yet to be capped by the Les Bleus national team, but has netted six times in seven outings for France's Under-21s.