Towards the end of last month, it was reported that Vieira, who is currently in his second season in charge of the Blues, was the favourite to replace Christophe Galtier as head coach of Ligue 1 outfit Saint-Etienne.
However, the former Arsenal and Manchester City midfielder has said that he has "a long-term project with New York City", and is not currently interested in leaving the MLS club.
Vieira told the New York Post: "Of course I will stay here. I set out on a long-term project with New York City. The only thing is you can't control reports from journalists. The thing is that it is a really interesting project and I am into it. I love every single day of it. Speculation is part of our world and I get used to it."