The France international has been in fine form for Diego Simeone's side this term, scoring 19 goals in all competitions, and has been heavily linked with a move to Stamford Bridge.
Atletico president Enrique Cerezo recently dismissed the prospect of Griezmann leaving, claiming that "no-one has spoken to us about a possible transfer".
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And in a news conference on Wednesday, Griezmann insisted that both he and the club are on the same page in terms of his future.
"I'm fine here, I'm at ease," explained the former Real Sociedad striker.
"I want to continue here and I think the club's intention is not to sell, so I'm not going."
Griezmann moved to the Vicente Calderon in 2014 and is under contract until 2020.