Dzeko was strongly linked with a move away from the Etihad Stadium over the summer, but the striker insists he is happy with life at City.
“I think there was a lot of speculation from journalists but I never heard from the club they wanted to sell and you never heard from me that I wanted to leave,” said Dzeko.
Dzeko admits he is delighted with the arrival of new boss Manuel Pellegrini.
“I’ve said it before; the manager is very important and for every player it’s important to know the manager believes in him,” added Dzeko.
“He gives confidence that can change everything.”