Julio Baptista wants to remain at Roma despite reports linking him with a move to England.
The former Arsenal forward is a reported target of Manchester City.
"I am not thinking about leaving Roma," said Baptista, who is with Brazil at the Confederations Cup in South Africa.
"I signed a four-year contract with Roma and I want to remain and help the team do better with respect to last season.
"Our aim will be to return to the Champions League."
The 27-year-old joined the Eternal City outfit last summer from Real Madrid.
Baptista scored nine times in 27 Serie A appearances to help Roma finish sixth in the league standings.
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