Arteta has been linked with several clubs, including Arsenal and Manchester City.
“They are just rumours. Arsenal might make a bid, City might make a bid… The squad at Everton is small and we have six players injured,” Arteta told the Liverpool Post.
“It will never be easy for me to leave here, but it’s not something I’m thinking about.
“I have three years left on my contract and I have been treated well. English clubs respect their players.
“The speculation is a little tiring. I’ve always said I’m very proud to represent this club and am happy here.”