Cavani has recently been linked with the likes of Liverpool, Chelsea, Manchester City and Juventus.
“The Coppa Italia is simply the start for Napoli so that we can do even better next year,” he told the Corriere dello Sport.
“I read the stories about me and the transfer market, but I know how the media game goes. It’s part of the sport and of my job, but I don’t listen to the rumours, nor do they annoy me.
“Besides, when I am on vacation I dedicate myself to my family and try to recharge my batteries so I can keep giving great moments of joy to the Napoli fans.”