The Spaniard has been in excellent form this season since his £2m move from Rayo Vallecano, scoring 18 goals in all competitions for the Swans.
Michu told Sky Sports News: "I am happy at the club. If we win the League Cup final we will be in Europe, then I will be very happy. I'm not thinking about any other teams.
"I don't know how long I will be at Swansea. I'm just enjoying it now."
Swansea take on Liverpool at Anfield on Sunday as they look to repeat their League Cup performance from earlier this season when they ran out 3-1 winners.