The 29-year-old has been struggling for starting appearances in recent weeks, leading some to question his long-term future at the Britannia Stadium.
However, the former Arsenal winger believes that the rumours have only surfaced because of the ongoing transfer window.
"The club have not come to me and said 'we are interested in letting you go or do you want to leave' and I've not gone to the club and said 'I want to leave'," he told Sky Sports News.
"So there is always going to be rumours when someone is not playing around this time.
"If it was the end of September, there would be no rumours but because it's the transfer window, things start flying. As soon as January goes, there will be no rumours."
Pennant joined Stoke on a permanent basis from Real Zaragoza last January.