"I never tire of repeating that I feel at home at Schalke," he said in a statement on the club's website.
"I'm fortunate to have a great family. My wife and my children and fully integrated in German life and I'm proud to be playing in the Bundesliga."
The Spaniard denied any rift with Schalke coach Ralf Rangnick and claimed he had been left out of the squad that flew to Finland to improve his fitness.
"It's good, proper and professional, as it should be between a coach and a player," he added.
"There are no problems. We're all concentrating on working together to achieve the best for Schalke this season."