The 27-year-old, who has taken in two spells at Real Madrid either side of a three-year stint at Espanyol, has spent just one season in Italy.
It has been a productive 12 months for the winger, though, as he scored 20 goals in all competitions for Napoli in the 2013/14 campaign.
Interest in his services has been building steadily, with La Liga champions Atletico reportedly joined by Premier League heavyweights Chelsea in the chase for his signature.
Callejon is aware of the speculation regarding his future, and the bids being tabled, but claims to be settled in Naples and in no rush to take on a new challenge.
On the Atletico approach, Callejon told Gazzetta dello Sport: “My agent told me about it.
“Napoli declared me not for sale. That pleased me because I’m happy in this jersey and have another four years on my contract.
“I feel good here. With (Rafa) Benitez I have freedom and I don’t want to give that up.”
Callejon added to E’Azzurro on the Chelsea rumours: “I have heard lots of talk about me. I know that (Jose) Mourinho is interested in me.
“Last year I made a choice and I don’t regret it. I am happy in this team and in this city and I will be staying at Napoli.”