The Sweden striker continues to be linked with Arsenal, despite the Premier League transfer window closing last Friday.
But Gyokeres told Fotbolskanalen: "They wanted most of the starting players to stay and held us tight. That's how it turned out. I'm having a great time, so for me it was no problem to stay."
Gyökeres has a buyout clause worth €100m - and it has been reported that Sporting are demanding clubs trigger it for a sale to go through.
"That's a lot of money. If Sporting thinks I'm worth it, I have to respect that," adds the former Coventry City striker.
"I want to play at the highest level. Of course it attracted. But I enjoy Sporting very much and we will play in the Champions League this season. I'm looking forward to the season."