The 25-year-old, who has struggled for first-team football this season, has been strongly linked with a move to Arsenal in recent weeks.
However, he told reporters: "I try to isolate myself from the rumours. We are used to them and do not take them seriously. I am very happy at Atletico.
"I am happy here and it is my intention to continue here. The good thing at the moment is that the team is doing very well. I would like to stay for a while yet."
It is understood that Adrian could be available for £15m.