The 22-year-old has helped the Colchoneros to the top of La Liga this season, as well as scoring the goal against Barcelona that sent his side through to the semi-finals of the Champions League.
"I am very happy and I do not think about leaving [Atletico Madrid] right now," he is quoted as saying by The Express.
"I am happy at home, I want to continue here and that is why I have a long contract. The rumours in the paper will have no impact on my game. I am young, but I am calm.
"Now is the best moment to enjoy being at Atletico. My future here will be long."
Koke signed a new contract with Diego Simeone's side in January that tied the midfielder to the Liga club until 2018.