The Foxes rejected at least one bid from Premier League leaders Manchester City on January deadline day, which fell below their £75m valuation of the winger.
Mahrez missed a total of six training sessions prior to finally turning up on Friday morning, while also sitting out Leicester's league games against Everton and Swansea City.
City confirmed on Friday evening that Mahrez is part of the travelling squad to face Man City on Saturday lunchtime, however, and the Algeria international hopes to now put an end to the matter.
"Leicester City were always aware of my whereabouts and had knowledge of my thinking either directly or via my advisors," he said in a statement. "I have been a part of the Leicester City team that has achieved much success including promotion to the Premier League and being Champions of the League.
"My goals have always been the same and I have always given my full 100% when I play for the club the fans and my teammates. Those goals remain the same today and in the future and when I am asked to be a part of the Leicester team, rest assured I will continue to give my all.
"Over the past ten days many people claiming to be my friend have spoken about me and things they know nothing about. Off the back of that many people and journalists have made assumptions without properly checking the story, so I would like to clarify that all those so-called assumptions of why I was absent are completely untrue.
"Myself nor my advisors have ever made any statements about that so all presumptions made are totally without foundation."
Mahrez has played a direct part in 15 top-flight goals this term, scoring eight of his own and setting up seven others.