Dubai-based club Al Wasl claimed last week that they were close to completing a one-year loan deal to sign the striker.
“I insist that I want to continue with this club although every day I am linked with a new club,” he told Uruguayan newspaper El Observador.
“The day I was in Sweden for a publicity event, some papers said that I had travelled to sign in Dubai.
“My situation is rare because the media says I’m not interested in staying with the club but I’ve said that those stories are not true.
“At the moment I have not received any offer. I still have two seasons (with Atletico) and I am very content there.
“I will only leave Atletico Madrid if an offer is received which is too tempting for all parties.”
Forlan’s current contract at Atletico Madrid is set to expire in the summer of 2013.