The goalkeeper is being linked with Chelsea ahead of the summer market.
But Correa says: "I have not seen a goalkeeper like him. We are very happy to have him with us. He is a goalkeeper who gives you a lot of security and who has won points for us for many years.
"He seems to be very happy here. He loves living in Madrid. He has everything he deserves because he is number one.
"The biggest clubs in the world want him, but he does not need them because he is already in Atletico."