The 32-year-old is reportedly unhappy that he is only first choice for league games, and loses his spot to Iker Casillas for European and Cup games.
Lopez claims that he will never leave and is prepared to fight for the number one shirt.
"I have said many times," Lopez told Sportyou. "I have three years on my contract. I'll only leave if they kick me out on my ass.
"The rumours are a joke. I'll stay here. I'm very happy here and will continue to fight for everything."
Madrid play Almeria this weekend in the league before a Copa del Rey clash with Barcelona on Wednesday.