Newspaper reports have suggested the midfielder might follow Teddy Sheringham out of the Lane.
However, Gus has one more year of his three-year deal to go and he has hinted all along that he might retire come the end of next season.
The 35-year-old insisted: "I don't want to go anywhere. I have talked with Glenn Hoddle as well and the rumours haven't really affected me.
"I have another year on my contract anyway and sometimes you just have to ignore the rumours in the newspapers.
"I know next season has to be better both as an individual and the team.
"I intend to go away, enjoy my holiday and when I come back I'll be like a little kid, hungry again."
Gus Poyet stressed he has no intention of going anywhere this summer - apart from on holiday!