The striker says he remains content at AC Milan despite interest from the Foxes during the January transfer window
The 21-year-old has been in fine form this season, scoring eight goals in 17 appearances in all competitions.
His performances attracted the interest of the Premier League leaders, but Niang said leaving San Siro never crossed his mind.
"I never thought of leaving Milan, though some people thought I was already at Leicester," he told Milan News. "I wanted to end the season with the Rossoneri."
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"I am fine, the doctors are doing their best for me," he added. "We are a fine squad with many important players, so if I don't play then someone else will fill in.
"I had the opportunity to express myself at Genoa and the coach helped me a great deal. I thank them, but on Sunday if I play then I'll give my all for Milan.
"We believe in European qualification, but Sunday's match won't be decisive, there's a long way to go."