The Brazilian goalkeeper only moved to Loftus Road from Inter Milan at the beginning of the season but he was in January linked with a quick exit.
With QPR marooned at the bottom of the table ahead of Saturday's tough visit of league leaders Manchester United, speculation continues to surround Cesar.
However, he told tuttomercatoweb.com: "We are not going very well as a team but I am happy to be at QPR.
"It's a new experience, I'm living it up and slowly we are trying to move up the ranks.
"The whole team believe in salvation. We have strong players and we will do everything."
Asked about potentially leaving QPR in the summer, he said: "Absolutely not. I am very well at QPR.
"I have another four years of my contract so I don't see why I should leave. My future is here."