The midfielder has been linked with AC Milan in recent weeks.
Nainggolan said: "Honestly right now I am only thinking about doing well with Cagliari because this is the ideal place to grow as a player.
"We are doing well and I feel the confidence of the Coach and my teammates.
"I would like to repay them all and for this reason I continue to look forward to opening the doors to Belgium.
"The objective remains that of always doing better both on a personal level and with the team."