The 25-year-old has scored three goals in 17 La Liga appearances and reports have suggested that Arsène Wenger is keen to sign the winger in January.
However, the former Deportivo La Coruna forward says he is enjoying life at the Vicente Calderón as Diego Simeone’s side look to pip Real Madrid to second place.
“I try to isolate myself from the rumours,” said Adrián.
“We are used to them and do not take them seriously. I am very happy at Atlético.”
Adrián signed a four-year contract at Atlético in July 2011 after completing a free transfer from Deportivo.
The Spain international revealed he is also in discussions with the club over a new deal.
“I am happy here and it is my intention to continue here,” added Adrian.
“The good thing at the moment is that the team is doing very well. I would like to stay for a while yet.”
Adrian has scored 23 goals in 84 appearances after joining Atlético one-and-a-half seasons ago.
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news