The Spaniard has been linked with Real Madrid and Barcelona in recent weeks.
Fabregas said: “I am very happy at Arsenal and have said it many times – but I cannot control what the media say.
“When they speak for me, I cannot understand it because only my friends, family and the boss know what I think.
“It is just a story which will go on and on – even if I was to say that I would retire here.
“I am proud to be captain of this club and see my future at Arsenal.”
