Reports in Italy had suggested that a deal to take the France international to Italy was close, with Lyon prepared to sell in order to free up funds.
The 24-year-old holding midfielder has, however, always maintained that he is not looking for a move.
He has played down talk of a switch to Arsenal and has now moved to bring an end to the Serie A switch rumours.
Gonalons told Radio RMC: "The situation is clear. I'll stay in Lyon this year because I have to try and learn many things. I want to win with Lyon.
"I have been approached and it's always nice to know that big European clubs are following me, but I understand that the club want to keep me.
"That is good news because it shows that they have big faith in me."