Saints chiefs are reportedly considering replacing the 55-year-old in the summer, just one season into the three-year deal signed last summer.
"I am under contract and I am comfortable with Southampton," he told reporters. "My work and my wish is just to stay concentrated about this last game and finish well.
"We have an opportunity to finish up in the table and it's a good thing after this long and difficult season. We are lucky about this and that is the most important thing."
Southampton reached the final of the EFL Cup earlier this year, but they failed to progress out of the Europa League group stage and will end the season with their lowest Premier League points tally in four years.