The Brazilian midfielder was recently quoted as saying that he could join a Premier League team, with Manchester rumoured to be a possible destination.
However, while Fernandinho admits it would be wrong to rule out anything as he remains highly ambitious, he says he is happy at Shakhtar.
He said: "A journalist announced that (the Premier League rumour), I said nothing. The way it was announced, it's clear no player would say something like that.
"I kept calm about it. Many people asked me about that but it was just speculation.
"I have a contract with Shakhtar until 2016 and I see my future there, as it's the club that opened the doors for me in Europe."
Asked about a possible move to a bigger club or league, Fernandinho added: "I'll always want that, I can't say I'll never leave Shakhtar.
"If a good offer for me and for the club comes, I'll sit and talk with the board and we'll try to reach a deal, so I can extend my European career."