Colantuono has been mentioned as a potential successor for Walter Mazzarri at Napoli.
"I've already distanced myself from these reports in the past," he told Sky Sport Italia on Wednesday.
"It's only normal that certain rumours are heard when you do well, but Napoli have a good Coach right now
"I'm an Atalantino and I'm not leaving this club. I'm happy in Bergamo and that is why I extended my contract."