Cavani was linked with several of Europe's top clubs during the most recent transfer window but ultimately decided to stay at the Stadio San Paolo.
Chelsea and Manchester City were reportedly among the sides chasing the star forward but the 25-year-old believes he made the right choice.
"My future is the present and I think only of the present," Cavani told Italian newspaper Il Mattino.
"I'm fine in Napoli, the group of team-mates is great, the fans are very passionate and follow us with great enthusiasm, my family is well in the city, it's all fantastic. I am very happy with the choice I made."
Despite the attention he has received in the transfer market, Cavani did not make the 23-man shortlist for this year's Ballon d'Or, a fact he does not dwell on.
He added: "I don't mind that I'm not on the Ballon d'Or list. I don't feel inferior to anyone in my role.
"I wouldn't say I envy anyone, even Messi and Cristiano Ronaldo, I just think about myself and always improving myself."