The 25-year-old became the world's most expensive player when PSG activated his £200m release clause to lure him away from Barcelona in August.
Despite a fruitful return of 26 goals in 24 appearances, Neymar has been tipped to exit the Parc des Princes after supposedly growing unhappy with life in Paris.
Asked about the speculation following PSG's 4-0 rout of Montpellier on Saturday, the Brazilian told reporters: "I'm happy with my teammates and I'm happy at PSG. I have good games and numbers and come here to make history and do my best.
"Speculation has always existed and will always exist. Since Santos and in my years in Barcelona, all the transfers windows had something with my name. It's impossible to stay out of it. But I'm happy because it means I'm a good player, and quality players are always speculated."
Neymar spent three weeks on trial with Real Madrid in 2006 but remained with Santos until 2013 when he sealed his switch to Camp Nou.