The Brazilian playmaker has emerged as a target for North London rivals Arsenal and Tottenham in recent times, as well as a return to AC Milan, but he insists he is happy to stay in Madrid after scoring in the 6-0 season opening win over Real Zaragoza on the weekend.
"I am very happy with the game. To start the league by winning six goals to zero, and with a goal and assist, is magnificent,” he told AS.
"As I've always said, I want to stay in Madrid. All that I can say is that reports of my father talking to other clubs are a lie.
"The coach (Mourinho) said in yesterday's news conference of how he is counting on me this season, and that gives me peace of mind.
"The team shows it is strong. The performance was good in every way. We played well in the Super Cup and have started the league in the best way possible.
"However, we will still go slowly and focus on doing things the same way every week."