The tough-tackling midfielder has been linked with a move to Wednesday's Premier League opponents Stoke City, but confirmed he expects to still be a Sunderland player at the time of the game.
Cattermole has made 19 appearances for the Black Cats this season, including both legs of their Capital One Cup semi-final triumph over Manchester United, and is eager to feature in the final against Manchester City on March 2.
The 25-year-old told the Sunderland Echo: "I will be a Sunderland player on Wednesday.
"I've heard no different and the manager has come out and said he has heard no different.
"I am contracted to Sunderland. They make the decisions, not me.
"I'm contracted here for the rest of the season and another two years. It's out of my hands.
"Until I know any different, I will keep working. I have a cup final to play in - if I'm here - and that would be brilliant."