The 26-year-old has recently been linked with a move away from Elland Road, with Queens Park Rangers among a number of teams reported to be interested in the Scot.
"At the minute there's a lot of speculation about me but I don't want to go," the Yorkshire Evening Post quotes McCormack as saying.
"The manager knows that, my agent knows that so it's all pretty clear. If anything, maybe something could happen with my contract."
McCormack scored eight goals in all competitions for Leeds last season.