Morata is keen to make his name at the Spanish giants and learn from the world class players that he currently shares a dressing room with.
Reports in the British media have suggested that Arsenal and Tottenham were lining up loan moves for Morata in the January transfer window.
Arsenal boss Arsene Wenger rejected the rumours and now Morata has distanced himself from the transfer speculation, insisting he is focusing on being a success at the Bernabeu.
"I only think about succeeding at Real Madrid," he told AS.
"Every day I work hard to earn myself a place in the team, but I know that I have had the support of [coach Carlo] Ancelotti since the first day that he came here.
"To Jose Mourinho I owe a great deal for promoting me up to the first team and I will always have a special feeling towards him. He is an incredible coach."
Spanish daily Marca suggests that senior figures at Real Madrid have told them that Morata will not leave on loan in the winter transfer window and Morata only has eyes on following his idol Raul.
"Raul [Gonzalez] has always been a hero to me," Morata continued. "He is considered to be the best player in the history of Real Madrid and Spanish football.
"Cristiano [Ronaldo] is also a great player, out of this world, the complete player, the best. [Karim] Benzema is impressive also and I can learn a lot from him.
"Also, [Gareth] Bale is now showing what he can do and is one of the best players in the world and he was a great signing."