Cabaye spoke of missing the Champions League this week on French radio.
Pardew said: "Sometimes when they are abroad they get asked questions which are slightly loaded and slightly different connotations to them.
"If you want to ask me if I want to play in the Champions League I do, absolutely, and Yohan wants to play in the Champions League of course.
"But we want him to do that here, we are trying to build that but it is difficult and it is only players like Yohan Cabaye who will get us there.
"For him to have ambitions to play in the Champions League, I have absolutely no problem with that, none whatsoever and we have geared him up to have a fantastic World Cup so he is in great shape at the minute. I think he is one of the best players in the league.
"As far as Colo is concerned, he is our captain, and of course it is well documented that last year the pangs of home were pulling on him.
"But he is a professional, he is a professional player here, he has been brilliant for us, he is our captain and I am just letting our fans know there is no big deal.
"The media are always looking to upset you when you are winning and we just want to continue where we are, which is in a good place."
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