Reports from Argentina have suggested the 31-year-old, who asked to be allowed to return to his native country 12 months ago for personal reasons, will seek a move once the January transfer window opens.
However, Coloccini, who joined the Magpies in a £10.3m switch from Deportivo La Coruna during the summer of 2008, has played down the claims, which were backed by quotes attributed to him.
"The press sometimes say things I said months ago, not now," Coloccini told the Shields Gazette.
"I respect the fans. When I go on to the pitch, I always give 100 per cent for this shirt because they give me lots of love, and I have to say thank you."
Argentinian club San Lorenzo were desperate to sign Coloccini earlier this year after it emerged that he wanted to return home, but simply could not come up with the finance to push through a move.
However, Newcastle boss Alan Pardew was determined to keep the player, who signed a four-year contract in March last year, in any case and he was persuaded to stay.