The Danish defender has also been linked with Serie A giants AC Milan, but admits his focus remains with Lille's Ligue 1 campaign.
Rene Girard's side are currently third in the French top flight as they continue their pursuit for a Champions League berth.
Kjaer has played a pivotal role at the heart of Lille's defence this term and admits while rumours of a move may be pleasing, he is focused on leading Lille into Europe.
"It is of course always flattering to be linked with big clubs," Kjaer told Danish newspaper BT.
"But I am not wasting my thoughts on rumours about other clubs.
"I am spending all my efforts and keep my focus entirely on reaching my goal that we will qualify for the Champions League next season."
France Football rankings show the Denmark international as one of the top ten players in Ligue 1, but the 25-year-old remains humble over his performances.
"For me, it is a sign that I have produced a great season and particularly that I have been very stable," Kjaer added.
"In case I had played a few poor matches, I would probably not have been high in the ranking.
"That kind of stuff is for entertainment and not important in our daily football life."