The Spaniard has been linked with moves to bigger teams like Renault, but is bound to his Red Bull contract for now.
When asked if he feels fenced in at the energy drink company's junior team, Sainz told El Confidencial: "No. I think I'm in a place where people notice me and I'm flattered that there are those who think I should have a car fighting for victories and more.
"But I don't think my car is not worthy of me. Toro Rosso is a very serious team that slowly shows that it can do things very well with a strong technical team.
"Many big teams would want to have James Key. We have our budget, it's not the highest but we still get things done. Today, I am happy where I am."
The 22-year-old is currently ninth in the drivers' rankings ahead of this weekend's Spanish Grand Prix.