The Magpies captain has been repeatedly linked with Argentinian side San Lorenzo – a club that Coloccini has supported since an early age.
Despite speculation linking him with a move away from St James’ Park, the defender insists he wants to stay on Tyneside and is keen to see out his contract at the club.
"For the moment I think about remaining in England, I am in contract for two more years and in my mind, I will stay until the last day, I feel very well where I am,” Coloccini told Goal Argentina.
“I have been at the club for six years and all the support that I receive makes me very happy.
“There is nothing with San Lorenzo. Everyone knows what the situation was last year but now, there isn't anything with them.
“The only thing that unites me with San Lorenzo is the good feelings that I have for the club.”
The 32-year-old defender narrowly missed out on a place in Argentina’s World Cup squad, with manager Alejandro Sabella favouring Manchester City defender Martin Demichelis.
Following the news that international stars such as Germany’s Marco Reus and France’s Franck Ribery are set to miss the tournament, Coloccini believes that hectic schedules are to blame.
“It's something normal, too many games are played and this is sometimes bad,” he said.
“For the World Cup many things go around in a players mind and that's why some injuries happen a few days before the competition begins."