Stories emerged earlier this summer that the Black Cats might be prepared to listen to offers for the 29-year-old Benin international, who only signed a new contract in August last year.
But with no formal approaches, Sessegnon seems keen to be part of manager Paolo Di Canio's plans and told the Sunderland Echo: "The speculation is okay, I have no problem with that. But I'm happy at Sunderland.
"We have worked well in pre-season and hopefully we can continue like this. I'm enjoying it at Sunderland and my mind is for Sunderland now."
Sessegnon arrived at the Stadium of Light in a £6m switch from Paris St Germain in January 2011 and has shown in spurts huge potential for such an investment.
However, inconsistency has been a problem and rumours that he could leave the club last summer did little to improve the situation.
But Di Canio's recent shopping spree and a gruelling pre-season have left Sessegnon in optimistic mood ahead of the new campaign.
He added: "It's a very important time, you need to have a pre-season. You need to do the hard work to start the season well.
"I think that affected me during the first few months of last season, but this year is different because we have had a good pre-season with a lot of good players coming.
"That's made everyone work hard in training and we have got a strong mentality too among the players. It looks good already for the start of the season."