Aguero has been linked with Real ever he joined City from Atletico Madrid last summer.
City's top scorer said: "None of the stories about Real Madrid have come from me and the City fans can rest assured I am happy here.
"First and foremost, the major aim is to win the league title this season. Then I want to stay here for a long time after that.
"I'm very, very happy here. From the moment I arrived, everyone has treated me really well.
"It's down to me to repay that kindness and good feeling I've had from everyone with some performances out on the field."