The full-back, whose deal at Parc des Princes expires at the end of this season, has started just five of his side's 19 Ligue 1 fixtures so far this term and is reportedly a transfer target for Juventus.
However, after putting in an energetic performance as a substitute in PSG's 1-0 friendly defeat to Real Madrid in Qatar on Thursday, Menez suggested he could see out his contract in the French capital.
"I feel good. It's great to be able to play those sorts of games," he is quoted as saying in L'Equipe. "Each time I've been given some playing time, I try to give my all.
"I'm going to try to win myself a place in the team, and work hard to achieve that.
"There may have been some difficult moments, but I say to myself that they will pass. Personally, I have never said that I want to leave."
Menez - capped 24 times by France - joined PSG from Roma in August 2011 and has made 72 league appearances for the club.