The 20-year-old has been strongly linked with a move to Manchester United.
United boss Sir Alex Ferguson reportedly sees the youngster as a long-term replacement for veteran Edwin van der Sar.
De Gea said: “The fans can be assured that I am staying here. This club has given me everything. I am delighted and very happy at Atletico and I will stay here.
“It is a tribute to hear of a great team like Manchester United being interested in you, it is nice, but I feel very calm at Atletico and I see no reason to leave. The club is great, and hopefully we can make beautiful things happen here. I have a lifetime ahead of me.”