The 29-year-old has been linked with moves to England and Italy in recent months and is in his final year of his contract at Sevilla.
“My future is with Sevilla,” he told As. “I have never thought about leaving this year.
“I have had some offers, but I never considered leaving Sevilla.
“What came out in the press during the World Cup did not come out of my mouth,” he added.
Fabiano has also hinted that he could sign a new contract with Sevilla.
“We have spoken, but at the moment we are thinking about the games ahead,” he said.
“As I have a good relationship with the club, I’m not worried. With calm, I will renew with Sevilla.
“I have forgotten about Milan. From my point of view, they didn’t come in seriously for me.
“They promised a lot of things, but they didn’t fulfil those promises. It’s a great club, but that’s in the past.”