The Italy international has been linked with a move away.
But he said after the friendly against Modena: “Now the goal is to work and start strong, we were good but the road is long and we have to work.
“We always have to improve, last year we had a great season but this year we have to do even better.
“I work, work and feel good so I work with the right mind. We all work together."
Romagnoli also offered support to GM Ivan Gazidis, adding: “We are all with him, we wish him great good luck. I know he was watching the game, so a big good luck to Ivan, he will surely win this battle and come back stronger than before."
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