Reports have claimed that the Whites had made Diouf available for transfer in an effort to free up funds.
They were said to be open to offers, allowing them to move a high earner off their wage bill.
Diouf is, however, unaware of any plans to move him on and is not looking for a switch.
The 32-year-old forward has only recently shaken off a shin complaint and he made his first competitive appearance of the season in Saturday's 1-1 draw with Sheffield Wednesday.
Diouf insists his focus now is on building his fitness and helping Leeds to push towards a top-six finish in the Championship.
He said: "I don't know where all the talk about me leaving has come from.
"I'm happy here because the fans have always shown me a lot of love and it's a great club.
"I definitely think that we are going to finish in the top six.
"We've got the players and the manager is a winner who has got out of this division in the past, so why not again this season?"