The Spaniard has been strongly linked with a move to Qatar in recent days, while a number of teams from Dubai are also believed to be monitoring proceedings.
However, the former Arsenal attacker has claimed that he is staying in Seville.
"I've heard the rumours, but I've always said that I want to stay playing at Sevilla again and I've not spoken to the club about leaving," he told Europa Press.
"I'm going to stay, this is my team and where I want to play."
Sevilla won the Europa League last season.