Recent reports claimed the midfielder's brother and agent, Irchandly, visited Chelsea's training ground on Friday to discuss a potential move, but the 19-year-old says he is not thinking about a transfer at this stage.
"I am very happy at Ajax," the Netherlands international told De Telegraaf.
"I am developing well here, the coach believes in me and I have a contract with the club until 2020. I am not thinking about other clubs yet.
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"I am working really hard in training in order to reach the level from the first half of the season again. I am not saying I have been in bad form, but I always demand more from myself."
Bazoer has made 30 appearances in all competitions for Ajax this campaign, scoring four goals.
He turned down the chance to join Napoli in January, while previously revealing Barcelona have informed him they are keeping a close eye on his development.