Sessegnon has been linked with a possible move to Arsenal and Chelsea in recent weeks.
The 24-year-old has been a hit for PSG this season after signing a four-year deal with the club in 2008.
He told Sky Sports: “I am always linked with Premier League clubs but I don’t know anything, what I know is that I am at PSG.
“I would love to play in the Premier League one day but I have unfinished business in France at the moment.”