The Spaniard's fine form in 2012-13 saw him rewarded with both the Players' and Supporters Player of the Year awards but it has recently been suggested that new manager Jose Mourinho club could be willing to offload him, with Germany international Andre Schurrle signed to bolster the attacking midfield ranks.
"I don't know where that come from," a confused Mata told AS when quizzed on the stories linking him with a move back to Real Madrid.
|7/4||Fernando Torres is 7/4 with Coral to start 2013-14 with a different club
The 25-year-old is keen on extending his stay with the Blues and will demand talks upon returning to England.
"I'm sure Mourinho will want to see everyone first then decide what he wants to do," the Spain international remarked. "You have to know people first before you can evaluate them. After the holidays and after I've rested I'll meet the new boss and I'm sure things will go well."
While Mata wishes to remain with the side with whom he won the 2012 Champions League, he was also happy to praise los Blancos.
"I only have good words for Real Madrid. I was there for four years and they brought me up, both as a player and as a person," he enthused.
"I have many friends there and I'm very grateful to the club but I've spent two great years in London and the only thing I'm thinking about now is continuing to enjoy this league and this city that I love."