The goalkeeper is being linked with a move to Real Madrid.'
But Iturraspe said: "We don't have the feeling that it's Kepa's last days with us.
"[Kepa] is a great professional and a great person and I have no doubt about his performance."
Athletic meet Real Sociedad this weekend.
The midfielder added: "It is true that there have been times when the team hasn't played as well as we could, but it is clear that we have to improve and we are working on it.
"[The match against Real Sociedad] is a challenging one, as we are two great rivals, against each other in a derby which we are obliged to win.
"I am one of those who thinks that there are never favourites in a derby."