The 20-year-old has been strongly linked with the likes of Manchester United and Manchester City over the past months.
The England international told The Journal: “I do feel I have improved this season. I’m a better player than I was 12 months ago.
“It has been another great season for me. I have had some ups and downs along the way, but it’s all part of my development. I have coped okay with the second season thing.
“I’m improving every day, that is what I’m aiming to do. I’m enjoying myself at Sunderland, I’m not looking to leave.
“I’m playing every week in the Premier League and that’s all I have ever dreamed of doing.
“I’m young and I’m playing for Sunderland. It’s something I love doing. I just want to keep doing that, keep improving, keep getting better as a player.”