There have been reports that he is set to sign for a rival Premier League club.
Kapo joined Birmingham last summer in a £3million move from Italian giants Juventus.
“I am confident about our team,” Kapo told the Birmingham Mail. “We have a good manager and staff, we have good players.
“I like the city, my family is happy, it’s good here. There are no problems. I don’t want to move.
“The most important thing for me is that we win games because now, the situation isn’t the best.
“It’s good for me (the speculation) but I play for Birmingham. I have signed for three years and I like it here.”