The Argentine international has been linked with several European sides and Argentina coach Diego Maradona, father of Aguero's partner Giannina, said last month he should seek a move to Inter Milan.
"It's not the first time that there have been rumours about my future but I decide what happens," Aguero, who is known as "Kun", told a news conference on Friday.
"I have said many times that when I am not content here at this club I will say so but I am very happy here," he added.
"I am feeling very good, I am happy in this team and I am only thinking about Atletico de Madrid."
Aguero had a patchy spell of form either side of the Christmas break but looked back to his best last weekend when he scored one goal and set up two for Diego Forlan in Atletico's 3-0 win at Recreativo Huelva.
He also turned in a good performance in Argentina's 2-0 friendly win over France in Marseille on Wednesday, providing the cross for Jonas Gutierrez's opener.
Aguero said on Friday Maradona's comments about Inter had been misunderstood.
"I think that what Maradona said was misinterpreted and what he wanted to say was that I would make a good partner for a player like (Inter striker Zlatan) Ibrahimovic, nothing more," he told reporters.
"When there have been offers for me the club has passed them on to me and I have decided to stay," he said.
"I only want to think about the matches we have in front of us, play them and win them. Everything that is coming out is just rumours."
