The Croatia midfielder, 25, has scored 10 goals for Unai Emery's men this season and is reportedly a target for Ligue 1 leaders PSG as coach Laurent Blanc looks to bolster his squad in the January transfer window.
However, although he is "proud" to be named as a potential target for the Parc des Princes club, Rakitic says he is fully committed to Spanish side.
"Things are going well for me right now," Rakitic told Foot Mercato. "I hope they continue or even go better.
"I also see all the rumours right now, and I'm proud to see my name associated with PSG, for example, but it's not me who looks after that. I don't worry myself with it. I'm very good here at Sevilla, fully committed to the project
"I'm proud to be part of this club. I have the good fortune and honour to be captain, which is a great source of pride for me. So, I want to repay that trust to the people at the club. I'm very happy here."
Sevilla sit seventh in La Liga, four points behind Athletic Bilbao, whom occupy the final Champions League qualification spot.