The 49-year-old enjoyed a successful debut campaign at the Liberty Stadium helm as he guided the Swans to Capital One Cup success, their first major trophy win, and a club-record high ninth-placed finish in the Premier League.
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"Yes there were clubs - a couple of big ones as well - who wanted me but it never became anything more than that," the Dane told WalesOnline.
"As I said and confirmed many times, I wanted to stay and I told players the same when they asked me before they extended their contracts. I don’t want to runaway from that.
"It’s normal after a season we which was good for everybody that there is a lot of interest and eyes on all of us, domestically and internationally.
"But it never went further than that and I didn’t have to speak to anyone because I want to stay here."