The 24-year-old has seemingly committed his future to the Spanish capital club after previously saying he was not content with his squad role during the 2011-12 campaign
The Argentina international's future at the Santiago Bernabeu has been a frequent source of gossip after he admitted to have grown unsettled at the club as a result of a season in which he featured infrequently.
Juventus and Paris Saint-Germain are both understood to be keeping tabs on Higuain, but the 24-year-old has seemingly declared that he is going nowhere.
"This was a tiring season at a physical level, because you are playing all the time, and at a mental level, because it is tough," he told AS.
"It was a stressing season, but I am happy to have won La Liga in the end.
"And I am excited by what is to come at Madrid and with the Argentina national team.
"I am going through a great moment. I have won La Liga with Madrid and I am with the national team again. I want to enjoy this."
Despite his substitute role at Madrid this season, Higuain conceded that he is happy with his scoring record, having picked up 26 goals in all competitions.
"The truth is that I feel very happy with the number of goals I scored in the season," he noted.
"But I could have scored more ..."
The 24-year-old then shared his emotions on seeing the fans and his team-mates asking him to stay at the club.
"Madrid's last match really touched me," he explained. "The fact that all the fans asked me to stay, that my team-mates even thought about asking me that, or even Sergio Ramos' comments before the game.
"This was one of the best moments, if not the best moment that I have experienced at this club, in these five years.
"These are the memories that will stay with you forever."