The full-back was one of the names linked with a move to Old Trafford as Ole Gunnar Solskjaer plots his full squad revamp. City are also interested in the fullback.
But Cancelo told Goal: “I've learned a lot this year, I went through positive moments with fantastic people and friends.
“I want to stay here. I hope my future is at Juventus where I hope to win many different trophies."