Carlo Ancelotti has turned down the chance to return to AC Milan, telling the club he needs rest.
Jose Mourinho insists Diego Costa is content at Chelsea in response to reports linking him with a return to Atletico Madrid.
Sissoko, who joined Newcastle in January 2013, reportedly attracted interest from a number of clubs across Europe during the transfer window.
While he says he would relish taking part in the Champions League, Sissoko was not aware of anyone making a firm approach to sign him before Monday’s deadline.
The 25-year-old France midfielder, currently away on international duty, is enjoying life at St James’ Park and focused on having a good season with the Magpies.
Quizzed on possible interest from Champions League clubs over the summer, he said after France’s 1-0 win over Spain: “I would like to play in the Champions League but I feel very happy at Newcastle.
"There was nothing concrete (offered to me) this summer.”
Sissoko regularly plays on the right for Newcastle but was deployed in the centre of midfield for France on Thursday and says it is a role he is developing into.
“I feel I played pretty well in centre midfield,” he said.
“The more games you play there, the better you feel.”