Begovic has been linked with Real in recent days.
He told talkSPORT: "Those kind of things are flattering and give me more motivation to keep working hard and keep performing, but I really enjoy what I'm doing here.
"I am enjoying playing with the rest of the guys and the management here as well. I'm focusing on each and every week and, what the future holds, we'll see."
For the big stories and the banter follow us on Twitter: @tribalfootball