The Frenchman, who is widely regarded as one of the best talents in European football, has been linked with a number of European sides over the last 12 months.
Recent reports had claimed that the forward had already agreed to join PSG at the end of the season, but such suggestions have been quelled by the 23-year-old.
"All the time I'm hearing and reading things that I'm thinking about the World Cup, or other things, but it's not true. Anyone who knows me knows I'm only focused on La Real right now. All I'm thinking about is the game against Celta and helping my team," Inside Spanish Football quotes Griezmann as saying.
"It was just something I wanted to deny, that's all. People can say whatever they want, after that. I know what I want and what I'm thinking."
Griezmann has scored 19 times for Sociedad this season.