The 25-year-old midfielder is a regular in the France national team and would eventually like to test himself in European football's biggest club competition.
Several clubs were believed to be tracking him throughout the summer, but Sissoko was unaware of any offers made for him and is focused on continuing to enjoy his time at St James' Park.
"I would like to play in the Champions League, but I feel very happy at Newcastle," he told reporters. "There was nothing concrete [offered to me] this summer."
Sissoko has scored six goals in 60 appearances for the Magpies since joining from Toulouse in 2013.