He then linked up with Chelsea in 2012 and committed to a new three-and-a-half-year contract with the Blues in December.
The 27-year-old considers that agreement to be a show of his faith in the future at Stamford Bridge, but it has done little to curb speculation regarding his future.
La Liga giants Barcelona are said to be mulling over a summer approach for the Spain international, but Azpilicueta insists he is paying little attention to the rumours.
He told The Guardian: “The truth is right now I am only thinking about Chelsea and I feel loved here. I’ve been here five years now and I extended my contract not long ago.
“Of course it’s flattering to be linked to Barcelona: it means you’re playing well. I wasn’t hearing those sort of stories last season. That’s a consequence of us being top of the Premier League, things are going well.
“My objective since I arrived was to grow as a player and a person. I’ve adapted to the city, to the country. I feel settled, I’m comfortable with the language, my family is very happy. Right now my only objective is to continue with Chelsea.”
Azpilicueta is not the only Chelsea star to be attracting attention from Spain, though, with Real Madrid reported to be closely monitoring Thibaut Courtois and Eden Hazard.
The Blues are understandably eager to ensure that no key men depart when the transfer window re-opens, but there is also an acceptance that anything can happen in football.
“It would be a shame because we have a great team,” Azpilicueta added on the exit gossip.
“But the club will work on it with the coach [Antonio Conte] and the technical staff. They will know what he wants.
“We need to get this season finished first. Then there will be all sorts of rumours. In the end I’m sure we will have a very competitive team again.”
For now, Chelsea’s main concern is chasing down the Premier League title, with domestic action returning after the international break with a home date against Crystal Palace in which they will be looking to preserve their 10-point lead at the top of the table.