The 29-year-old Argentine scored 19 goals in 29 league matches for the Ligue 1 outfit last season and was reportedly on the radar of Roma in the summer.
"It's important for me that clubs like AS Roma show an interest," he told BeIN Sport.
"But today I am a Nice player. If other clubs are talking about me, it's because Nice have given me the chance to shine.
"When you're only thinking about football, it's easier. It's true, the transfer window was a complicated period for me."
Cvitanich joined Nice from Ajax in July 2012.