The centre-forward made a permanent move to Bergamo from Udinese in the summer of 2012 after spending the previous season on loan at the club.
In his first full Serie A season, Denis netted 16 goals for Atalanta, including an excellent hat-trick against Roma in February 2012.
Denis scored 15 Serie A goals the following season after securing a permanent deal with the club and the five-cap Argentina international already has six top-flights goals to his name this term.
After struggling to gain a regular first-team berth at Napoli or Udinese, Denis expressed his gratitude to Atalanta for the opportunity presented to him.
"Atalanta is my second home," he told Sky Sport 24. "Here they gave me the possibility that others have not given me.
"I'm really thankful to the club and I feel really close to this jersey."
Recent reports in the Italian media have linked Denis with a move to Inter, but the 32-year-old remains focused on reaching new heights with Atalanta.
"In life you say nothing, but in this moment it's not in my thoughts," he added. "In January I'll be there at 100 per cent.
"Then, I don't know what will happen for the future, but I have many other years to do good things with this jersey."
With the 2014 World Cup only months away, Denis refused to rule out his chances of earning a ticket to Brazil, despite only representing his native Argentina five times since his debut in 2007.
"There is always the hope, but I know that everything is up to me," he said.