Santos, who turned down a 20-million euro offer from Chelsea for the 18-year-old last month, accused the English Premier League club of an illegal approach to the player and threatened to take the matter to world governing body FIFA.
Neymar, who scored on his Brazil debut in the 2-0 friendly win over United States on Tuesday, was bombarded with questions about his future by reporters at Santos' training ground and said he was not in talks with Chelsea.
"I'm very happy to be remembered by a great team but Santos is my place at the moment. I want to stay at Santos, win more titles here and, who knows, leave in the future," Neymar said.
When a reporter pursued the question of his future, a visibly irritated Neymar retorted: "I'm saying that Neymar belongs to Santos, are you deaf?"
Asked about alleged direct talks with Chelsea without Santos' permission, Neymar added: "That whole story that people are saying about Chelsea did not reach me until now. I don't know anything about it."
Santos, angry at the alleged illegal approach, said on Thursday their lawyers were preparing a document on the issue to submit to FIFA, but the club could not confirm on Friday if they had sent it.
Neymar has a contract with Santos until 2014.
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