The Argentine striker has scored 24 goals in 37 Ligue 1 appearances for Nice since joining from Dutch side Ajax in the summer of 2012.
He has a further two years to run on his contract and had expressed a frustration at a lack of talks regarding a new deal during the summer.
The 29-year-old was subsequently a reported target for Roma and Cvitanich has suggested there was interest from the Serie A side.
However, Cvitanich has confirmed he is happy at Nice and is now pleased that the transfer window is out of the way.
"It's important for me that clubs like Roma show interest," Cvitanich told Bein Sport.
"But, today, I'm a Nice player. If other clubs are talking about me, it's because Nice have given me the chance to shine.
"It's true, the transfer window was a complicated period for me. When you are only thinking about football it's easier."