The 26-year-old's future at the Stadium of Light was called into question when the Black Cats signed the former Manchester City shot-stopper earlier this month.
Rumours emerged claiming that Mannone had submitted a transfer request, but the former Arsenal player has claimed that he is happy at Sunderland.
Mannone told the Shields Gazette: "I don't know where this false speculation is coming from but I want to let supporters know that there is absolutely nothing in it. I have not asked for a transfer and I have no intention of doing so."
Mannone moved to Sunderland last year.