It has been claimed that the Ligue 1 outfit are looking to cash in on the highly-rated right-back, who arrived at the Stade Velodrome from Osasuna in 2010
The right-back's current employers are currently strapped for cash and sporting director Jose Anigo admitted earlier in July that they must sell before they can buy.
The Champions League winners are reportedly keen on taking advantage of Les Phoceens' monetary problems by snapping up Azpilicueta, but the player insisted that he is paying little heed to the rumour mill.
"I have heard the news in the last few days," the 22-year-old told reporters on Friday. "They have said that I will leave Marseille but I remain calm regarding my future.
"For now, I'm focused on my work with the Spanish team and the London Games. My dream is to win the gold medal."
Azpilicueta, who has been capped at nearly every age level by his country, joined Marseille from hometown club Osasuna for a reported €7 million (£5.4m) in 2010.