The French international was the subject of a summer bid from Arsenal, and raised questions about his future when excerpts from his interview with RTL Radio were first made public.
However, Cabaye went on to clarify that his focus is on matters in the Premier League - although he was non-committal when discussing his future after the season's end.
"It is true to say I miss the Europa League and the Champions League," the 27-year-old told the French radio station. "I have a season to play with Newcastle, I will give my utmost as usual and I know that at the end there is a World Cup, this is also important.
"I am concentrating on what we can do in the next few months, we are climbing and everything is going well with three wins in a row, I hope it will continue at least up to December and Boxing Day because it is a very important period.
"At the moment we are well placed. As for me I am trying to play the best I can, to train to the best I can, after that... the future will have in store for me what is meant to be."
The Magpies, currently eighth in the Premier League, were knocked out at the quarter-final stage of last year's Europa League by Benfica.