Mexes has been linked with a move away from the club in recent months.
“I have no intention of leaving Rome,” the French international told the Corriere Dello Sport.
“In Rome I am doing very well. I want to continue to play with this shirt on because I know I have the chance to win everything here.”
He added: “My dream is to contest in the final of the Champions [League] this year. Winning it in Rome would be something very special.”
