Midfielder Gonalons was a transfer target of Napoli's and all indications suggested Lyon were willing to sell him if Rafael Benitez's side met their valuation.
But a reported offer of €17 million was turned down by Lyon, who decided they wanted to keep the 24-year-old in Ligue 1.
Gonalons hinted at an exit in the future, but says he is now focusing on doing all he can to help the ninth-placed Lyon climb the table.
"I weighed up the pros and cons," Gonalons said.
"The (Lyon) president closed the door despite a great offer. I have to accept it, as I don't want to light a fire within the club.
"I'll continue giving my all for Lyon until the end of the season, then we will see.
"The offer from Napoli was interesting and I did think about it. In truth, in football things can change from one day to the next.
"I'll stay here, but will work hard to ensure new offers come in by June."
