The Scot was instrumental in Swanse’s successful Championship promotion campaign last term, but he has only started one game so far which ended in a 4-0 defeat to Manchester City in the first game of the campaign.
Championship sides Blackpool and Millwall have both shown an interest in taking Dobbie on loan, but the striker is reluctant to leave Wales as he wants to force his way back into Brendan Rodgers' line-up.
The Scot told the South Wales Evening post: “I don't want to go out on loan.
"I have worked all my career to get to the Premier League, so now that I am here I am not going to give it up without a fight.
"I hadn't heard anything about Millwall being interested and I don't know anything about it.
"But it's nothing for me anyway. I am just working hard in training and doing my best in the reserve games to try to get back into the team."
"I haven't played as much as I would have liked so far this season, especially coming off the back of a good season last year.
"But the boys have been playing well, and the gaffer has brought in a couple more quality players in my position now we are in the top division.
"I want to kick on, but I just have to bide my time. I need to keep working hard like I did last year and I am sure my chance will come."