PSG star Neymar has been linked with a return to LaLiga champions Barcelona, almost three years since his world-record €222million transfer.
Mbappe, meanwhile, is reportedly wanted by Spanish powerhouse Real Madrid, where Zinedine Zidane has made no secret of his admiration.
PSG teammate Herrera, however, believes the pair are happy with the Ligue 1 holders in Paris.
"Mbappe and Neymar are still at PSG and even more so with the situation that we are currently in," Herrera told COPE.
"I had dinner with Neymar before the quarantine and he is very involved with the project. He told me that he has never been so happy in Paris.
"PSG's project is such that both feel fulfilled in Paris."
Since swapping Barca for PSG in 2017, Neymar has won three successive Ligue 1 titles, to go with Coupe de France, Coupe de la Ligue and Trophee des Champions honours.
Mbappe, who initially joined PSG on loan from Monaco in 2017, has celebrated the same silverware as Neymar in the French capital.