Reports in Italy have claimed Guidolin was considering taking a one-year break from coaching, while he was also linked with Inter Milan.
Guidolin led Udinese to third place in Serie A and a historic second successive Champions League qualification.
"This city is my home," Guidolin said to Gazzetta dello Sport.
"I am not going anywhere.
"I will still be the coach of Udinese next season."
The 56-year-old is under contract with the Bianconeri outfit until June 2015.