United boss David Moyes recently revealed that he has had to encourage the England international to put in extra hours on his finishing.
Welbeck claims to be unaware of the comments, but is adamant that he is not one to hide at training and is always looking at ways to make himself a better player.
He said in The Sun: "I have been doing that ever since I have been at United.
"I have been injured this season so maybe the manager has not seen me on the training pitch as much. I haven't seen what he has said.
"At Manchester United, I want to be working hard and I have been doing that ever since I was a young kid.
"I just want to keep on getting better and improving.
"Those extra hours on the training pitch, whether it be with the boys or individually, I am just looking to improve. I want some more goals and I have got a figure in my mind."
Welbeck drew a blank in United's Capital One Cup quarter-final victory over Stoke City on Wednesday, but is looking forward to trying to gun down former loan employers Sunderland in the last four of that competition.
He added: "I really enjoyed my time at Sunderland. The fans were great, the stadium is great and it is such a family club. I really enjoyed it and it will be good to go back.
"That is where I learned my trade, getting games in the Premier League and scoring goals as well.
"I really enjoyed my time and it will be a good occasion to go back, especially because it is a semi-final and we could get to Wembley.
"Whoever we got would have been difficult.
"We fancy ourselves against anyone, though, you have got to go into the games with confidence."