Reports have claimed that Madrid have been advised they will need to pay a mega £225 million ($287m) fee if they are to land the Dane from Spurs.
The 26-year-old is under contract at the north London club until 2020, with Spurs keen to tie him to a new deal to follow the likes of Harry Kane and Dele Alli in committing his future to the Premier League side.
Madrid have been mooted as a potentially interested party, though, with Eriksen telling TV3 Sport that Spurs "know what I want" in relation to the talks over a new deal.
He said: "[The future is] not something I'm thinking of. I focus on playing football, and there are many battles you have to think about which must be won."
Responding specifically to Madrid's apparent interest, he added: "It is not the first time that there have been rumours, and when the newspapers write something, it is not something we are masters of. If there is nothing concrete, then I just comment on rumours.
"I think people know what I want, and I know what they [Tottenham] would like. There is a nice dialogue so there is nothing [new] there."
If reports are to be believed, Madrid are in the market for a new creative midfielder having struggled for goals in the 2018-19 campaign to date.
Santiago Solari's position as manager has been called into question after a disappointing first half of the season in the league, with Madrid 10 points behind Barcelona having suffered a shock 2-0 loss to Real Sociedad last time out.
Harry Kane's penalty, awarded by VAR, was the difference between the two sides, with Chelsea having the chance to respond in the second leg at Stamford Bridge on January 24.