The Colombian striker, who has been linked with the likes of the Blues, Manchester City and Arsenal in recent months, netted a spectacular hat-trick as Atlético Madrid thrashed Chelsea 4-1 in the Uefa Super Cup back in August.
The 26-year-old has already hit 13 goals in nine games for Atlético this season to help the Madrid side keep pace with Barcelona at the top of the Spanish league table.
But the prolific forward, who moved to Atlético from Porto in 2011, insists he has not considered a move away from the Vicente Calderon stadium.
“I am happy and enjoying myself at my club,” Falcao told Spanish television show Punta Pelota.
“I am not thinking about leaving at the moment. I never think about it. That idea is not in my head but we will see what happens in the future.”
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