Stephane Sessegnon has assured his new manager Martin O'Neill that he wants to stay at the Stadium of Light.
Marseille have been linked with a move for the 27-year-old forward who joined Sunderland from Paris Saint-Germain in January.
"Even though results have been difficult, I still have something to prove at Sunderland," said the Benin international.
"There is a challenge here that I have to seize. I prefer not to start planning for the future.
"I know nothing about the rumours linking me with Marseille."
Sunderland travel to QPR on Wednesday following their 1-0 defeat to Tottenham Hotspur at the weekend.