Neymar insisted he is happy at Paris Saint-Germain and wants to make history with the French giant amid increasing links to Real Madrid.
The Brazil superstar became the world's most expensive player when PSG activated his €222 million ($340.8 million) release clause to lure him away from Barcelona in August.
Neymar has settled in nicely despite a public spat with Edinson Cavani, scoring 26 goals in 24 appearances. Meanwhile, struggling LaLiga and UEFA Champions League holder Madrid is reportedly interested.
Asked about Madrid after his goalscoring display in PSG's 4-0 rout of Montpellier on Sunday (AEDT), Neymar told reporters: "I'm happy with my team-mates and I'm happy at PSG.
"I have good games and numbers and come here to make history and do my best.
"Speculation has always existed and will always exist. Since Santos and in my years in Barcelona, all the transfers windows had something with my name. It's impossible to stay out of it.
"But I'm happy because it means I'm a good player, and quality players are always speculated."
Neymar has repeatedly fielded questions about his relationship with forward Cavani since their infamous falling-out over penalty-taking duties in September.
The pair was involved in another incident when Neymar decided to take a penalty in PSG's 8-0 demolition of Dijon last week, rather than allowing Cavani the chance to break Zlatan Ibrahimovic's goal-scoring record for the club.
Neymar was jeered by supporters after his penalty-pinching antics, but Cavani finally broke the record with goal number 157 at the Parc des Princes during the Montpellier win.
"I'm used to both boos and applause, but I'm happy with the victory in today's game, which is the most important thing. I think we had a great game," Neymar said.
"It's impossible for us not to know [Cavani record], but the coach defined me as a penalty taker and we have no controversy with that. We know what happened in the locker room and he decided that, so I have to assume this responsibility.
"Of course, I support Cavani and wanted to see him break the record like he did today, but I also know that he would do that someday, because we still have many games this season. I know all my responsibilities and I'm not here to hide, but to assume them."