The 21-year-old has been linked with clubs like Chelsea, Inter Milan and Manchester United in recent months.
“What is clear is that I am happy here and my future lies with Atletico,” he said.
“It’s always good when a team is interested in you but the truth is I know nothing and if anything happens I’ll refer it to the club for it to decide what to do.
“Right now I’m not thinking of anything – my future is with Atletico.”
Aguero has two years left on his contract with Atletico Madrid and the deal have a reported £54million buy-out clause included.