The 26-year-old has been linked with a move to Premier League side Manchester United.
Speaking to the Dutch media, Sneijder said: “I am staying at Inter and I will play all next season with the blue and black shirt.
“My heart is in Milan. I won everything last season with Inter and there is still a lot more to win like the European Super Cup, the Italian Super Cup and the Club World Cup, which are beautiful trophies.”