Though the powerhouses are on his trail, Shaw admits he has 'laughed it off'.
"I don't really take notice of things that are written about me - it is frustrating at times, but I just laugh it off," Shaw said in Southampton's official matchday magazine.
"They (the media) don't know anything because they aren't around the training ground and in the dressing room with me.
"They should know that I've signed a contract at Southampton and I'm not even thinking about moving.
"I am happy at Southampton because I'm playing football, which is exactly what I want to be doing.
"There are a lot of people out there that like to twist things - especially on social media - but I've said a lot of times that I am happy here, so I'll just carry on."
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