The 24-year-old has been linked with a host of top clubs throughout Europe in recent months.
“I have been saying that I am fully focused on Wolfsburg for the current season,” he told Kicker-Sportmagazin.
“That is what I am still doing. I don’t see the point in thinking about a transfer.
“I am aware of the speculation. I am aware of almost every rumour.”
He added: “I know I have not said much with regard to a transfer, but I have not agreed anything.
“I have not signed anything with any of the clubs mentioned.
“Reading stories about me moving to this club or that club is really making me laugh. They are not true!”
Dzeko’s contract with Wolfsburg is set to expire in the summer of 2013.