The Belgian was responding to suggestions from his agent Guy Vandersmissen, who hinted that the 24-year-old was keen to join a bigger club.
"I felt I wanted to communicate with the club's fans following the media reaction to comments made by my representative, which I feel were taken out of context and not a true reflection," he told the club's official website.
"Of course, my ambition is to regain the number one spot with my national team, but I feel I can do that with Sunderland. I was playing as Belgium's number one a year ago and hopefully that can be the case in the future.
"I am happy at Sunderland - a club I am proud to represent. I will continue focusing on my football, starting with Saturday's game against Fulham."
Mignolet is closing in on 100 appearances for the Black Cats.