The 21-year-old has been on loan at the Spanish club from Chelsea since 2011 and is scheduled to return to the London outfit in the summer.
There have been reports in Spain in recent weeks claiming that the Belgium international will move to Los Blancos on a free transfer when his deal with Chelsea runs out in 2016.
Courtois' father played down the suggestions on Monday, and now the youngster himself has said that he has not decided on his future.
"At the moment, it is not clear," he told Sky Sports 1. "I have a two-year contract with them and at the end of the season we will see.
"I have a contract with Atletico Madrid until the end of the season and I am focused on them.
"At the end of the season we will talk with (Chelsea manager) Jose Mourinho and the Chelsea board members.
"I have a contract with them, so no problem for me."