The Republic of Ireland international, whose goals saw the Baggies enter the hat for the FA Cup fourth round, recently hinted that he could be on his way out of the Hawthorns.
"My thinking has never changed. I've never considered him going elsewhere," said Hodgson.
"I don't know what he's said to the press, but as far as I'm concerned he is a West Bromwich Albion player, and I'm very happy about that.
"Before he makes those statements and gets you all so excited, it might be a good idea if he comes and speaks to me. It's the first I've heard of it."
West Brom host Norwich City in the Premier League next Saturday.