There has been plenty of speculation surrounding the Welshman's Eastlands future since the recent sacking of City boss Mark Hughes but he was quick to end any negative rumours after he helped his team defeat Wolves 3-0 at the Molineux on Monday night.
"For me, obviously I have great affection for Mark Hughes but that's the nature of the business," Bellamy told Sky Sports 1.
"You have to carry on if you want to be part of Man City. The players we've got, big things are going to happen here and I want to be part of it if I can."
Bellamy admitted that City did not start the match very well but eventually had enough chances to put three goals away and come away with full points in Roberto Mancini's second game in charge.
"We didn't start off very well, Wolves started off very well and put us under a lot of pressure but on the break we're very dangerous, and that was the key for us today," Bellamy added.
"In the Premier League you have to work hard, it's very difficult to get a result in this league. Fair play to Wolves, 3-0 maybe flattered us a little but we have had enough chances to make it 3-0."