The defender is rumoured to have impressed a number of English clubs due to his impressive performances in France after emerging as a senior player last year.
However, the 19-year-old believes that it would be foolish to leave the club too early and has expressed his desire to remain with Les Dogues.
"It is pleasant to hear rumours of interest, but it doesn't disturb me," Digne told L'Equipe. "Lille is the club of my heart, I am under contract until 2016, and I have no desire to leave.
"Everything is fine here and there is a real danger that if you want to leave too early it could burn you out."
Lille have only managed to record one league win from their first four games.