The Uruguayan attacker is one of the most lethal forwards in the European game, and has been linked with a move to a host of big clubs.
However, with Walter Mazzarri's men fighting for third place in Serie A, Cavani has stressed that he is happy with Napoli.
"I feel the confidence of the environment and try to reciprocate, I thank my team-mates because they have helped me score many goals," he told Radio della Societa.
"It is not easy, but I always try to improve. I feel good at Napoli, I find everything easy."
The Naples-based club are currently third in Serie A with two games remaining and also have the Coppa Italia final against Juventus to play.
The South American is eager to seal Champions League qualification and has likened the remaining league games to cup finals.
"We have had a long season in which a lot has happened and our collective strength has allowed us to react in difficult times. We're having a great year," he added.
"The game against Bologna is one of three finals remaining. I hope the fans accompany us as they have done throughout the year in Italy and Europe.
“Expect our supporters to be loud at the Stadio Renato Dall'Ara and for us to give them a great match and confirm third place."
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