Mahrez and City were recently crowned Premier League champions, and are preparing for the Champions League final against Chelsea later this month.
"My future? I feel very good at Man City. There is no desire to look elsewhere," he told RMC in a recent interview.
"I don't know yet what my situation will be. But I'm happy in city and that's where I want to be.
Asked about playing for Marseille at some stage in his career, Mahrez added: "No, that's not something I tell myself.
"I want to end my career in England and Manchester City. So that's not something that I am considering."