Reports have suggested that the 49-year-old could depart the Molineux after having picked up just one point in the three games in charge.
Connor took over as Wolves boss following the dismissal of Mick McCarthy in February.
“They’re obviously people who don’t know me, or they don’t know anything about Terry Connor,” Connor is quoted as saying in The Express & Star.
“I’ve been here 13 years and I’ve never quit, have I? I don’t know where people got that idea from, but it couldn’t have been anyone who had any remote idea of what I’m like.
“I just come to work and get on with it. I know where I am and I know what I’ve been asked to do so all that doesn’t affect me one iota.
“I focus on my job and my job at the moment is to make sure we stay in the Premier League.
“Until someone tells me differently, that’s what I’ll be doing. In a nutshell, I’m just concentrating on these 10 games.
“Everything else is on the periphery and on the outside – it doesn’t really have any great concern to me.”