Last week, the 26-year-old was offered a deal that would make him one of the best-paid players in the world, with the salary reported to be marked at £44 million after tax over a four-year contract.
Manager Roy Hodgson played down the news and his star man is doing the same, insisting on focusing on his career at Selhurst Park.
"It's flattering but it doesn't distract me because I have a job here so I am focused on that,” Zaha told Sky Sports.
"I don't get involved in anything else off the pitch."
With 17 goals scored this season, Palace are one of Premier League's low-scoring sides and Zaha has urged the Eagles, placed 14th, to convert more of chances - having had 31 of those in their goalless stalemate against Cardiff City before losing 1-0 to Chelsea.
"To win games you need to be more clinical. That's something we need to work on because I feel we definitely should have won that game. Especially after beating Manchester City it would have been nice to win that game," he said.
"It's something we need to work on going forward. It was a very frustrating game because having that many chances and nobody scoring - we need to do better and be better if we want to get up the table.
"The main thing is making chances but then we need to be ruthless in front of goal."
With Christian Benteke out injured and other strikers goal-shy, Zaha has found himself leading the line too often, thanks to Hodgson who has eased him in.
"I'm always learning from him because he has lots of experience and he helps me with my game and different aspects.
"I have taken up a new position up front and because there are no strikers I have to adapt and he has helped with my movement and ways I can play there. He has helped me quite a bit and always has a lot of advice to give.
"He's definitely one of the best managers I have worked with. I say that because he's hands on. He's the type to put his arm around you and if he feels a certain way he doesn't mind telling you, which is what I like because if I feel I am doing something wrong I would rather the manager be straight and tell me and he is like that.
"Also, if a player he is a bit down on confidence he will put his arm around them and speak to them."
Zaha has netted three goals in 17 Premier League games this season and will hope to help rejuvenate his team’s form in the new year when they face Wolverhampton Wanderers on Wednesday.