The Uruguayan has impressed for the Championship club this season after joining from Spanish side Almeria over the summer.
Despite former Brighton boss Gus Poyet taking over at Sunderland, Ulloa insists that he is happy at Brighton.
"I've already said if Gustavo is at Sunderland or any other club, it's a fact that I'm here," the 27-year-old told The Argus.
"I'm fine, I'm happy here, my family are happy in the city. Nothing has changed this week since last week, when Gustavo wasn't head coach at Sunderland."
Ulloa has scored four goals in eight games for Brighton so far this season.